Xiaoliang Zhao

Columbia University - Department of Statistics

Mail Code 4403

New York, NY 10027

United States

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models

Posted: 17 Nov 1999
Paul Glasserman and Xiaoliang Zhao
Columbia Business School and Columbia University - Department of Statistics

Abstract:

Loading...