%0 Conference Paper %1 conf/npc/ZhangML12 %A Zhang, Nan %A Man, Ka Lok %A Lim, Eng Gee %B NPC %D 2012 %E Park, James J. %E Zomaya, Albert Y. %E Yeo, Sang-Soo %E Sahni, Sartaj %I Springer %K dblp %P 472-481 %T Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model. %U http://dblp.uni-trier.de/db/conf/npc/npc2012.html#ZhangML12 %V 7513 %@ 978-3-642-35606-3

@inproceedings{conf/npc/ZhangML12, added-at = {2018-06-26T00:00:00.000+0200}, author = {Zhang, Nan and Man, Ka Lok and Lim, Eng Gee}, biburl = {https://www.bibsonomy.org/bibtex/262963523b293026305b00f9322552d9b/dblp}, booktitle = {NPC}, crossref = {conf/npc/2012}, editor = {Park, James J. and Zomaya, Albert Y. and Yeo, Sang-Soo and Sahni, Sartaj}, ee = {https://doi.org/10.1007/978-3-642-35606-3_56}, interhash = {223fffff55ecf41706ff2d7bc421003d}, intrahash = {62963523b293026305b00f9322552d9b}, isbn = {978-3-642-35606-3}, keywords = {dblp}, pages = {472-481}, publisher = {Springer}, series = {Lecture Notes in Computer Science}, timestamp = {2019-05-15T14:22:37.000+0200}, title = {Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model.}, url = {http://dblp.uni-trier.de/db/conf/npc/npc2012.html#ZhangML12}, volume = 7513, year = 2012 }