540 W. Madison Street
Chicago, IL 60661
DRW Trading Group
in Total Papers Downloads
in Total Papers Citations
interest rate swap, central clearing, convexity, swap futures, price alignment interest, net present value effect
Simulated Annealing; Statistical Mechanics; Trading Financial Markets
Simulated Annealing, Statistical Mechanics, Trading Financial Markets
path integral; statistical mechanics
path integral, diffusion process, binomial tree, options
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