A Mean-Field Extension of the LIBOR Market Model for the Valuation of Long-Term Guarantees

Activity: Talk or presentation › Contributed talk › science-to-science

Period21 May 2024
Event title12th Conference in Actuarial Science and Finance on Samos
Event typeConference
LocationGreeceShow on map

Fields of science

  • 101 Mathematics
  • 101019 Stochastics
  • 101007 Financial mathematics
  • 101025 Number theory

Documents & Links