Toronto, Ontario M5T 2C6
in Total Papers Downloads
Power Reverse Dual Currency swaps, Bermudan cancelable, Partial Differential Equation PDE, Alternating Direction Implicit, Generalized Minimal Residual GMRES, Fast Fourier Transform FFT
Power-Reverse Dual-Currency (PRDC) swaps, Target Redemption (TARN), knockout, Partial Differential Equation (PDE), finite differences,non-uniform grids
Alternating Direction Implicit, ADI, Power Reverse Dual Currency Swap, PRDC
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