Asif Lakhany

IBM Corporation

IBM MACC Center

33 Maiden Lane

New York, NY 10038

United States

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

An Efficient Numerical Partial Differential Equation Approach for Pricing Foreign Exchange Interest Rate Hybrid Derivatives

Journal of Computational Finance, Vol. 18, No. 4, Pages 39–93, 2015
Number of pages: 56 Posted: 15 Jun 2016
University of Queensland - School of Mathematics and Physics, University of Toronto - Department of Computer Science, University of Toronto - Department of Computer Science and IBM Corporation
Downloads 0 (673,781)
  • Add to Cart

Abstract:

Loading...

Power-Reverse Dual-Currency Swaps, Target Redemption, Knockout, Partial Differential Equation, Finite Differences, Alternating Direction Implicit