Lorenzo Liesch

UBM - Financial Risks

Quantitative Analyst

Via Tommaso Grossi, 10

Milan, 20121

Italy

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Scholarly Papers (1)

1.

Effective Implementation of Generic Market Models

Number of pages: 16 Posted: 12 Jun 2006
Mark S. Joshi and Lorenzo Liesch
University of Melbourne - Centre for Actuarial Studies (deceased) and UBM - Financial Risks
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Citation 2

Abstract:

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market model, complexity, Monte Carlo