Monte Carlo simulation in the mean-field LIBOR market model

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

Period21 Jul 2022
Event title15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Event typeConference
LocationAustriaShow on map

Fields of science

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

JKU Focus areas

  • Digital Transformation

Documents & Links