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Thomas Lourds is a book series by author Charles Brokaw, focusing on the title character of Of The Atlantis Code, Kirkus Reviews wrote “Despite the lumbering pace, by-the-numbers descriptions and a surfeit of chase scenes, Brokaw holds. A thrill-seeking Harvard linguistics professor and an ultrasecret branch of the Catholic Church go head-to-head in a race […]
Pricing Bermudan Swaptions on the LIBOR Market Model using the Stochastic Grid Bundling Method. Stef Maree∗,. Jacques du Toit†. Abstract. We examine. Abstract. This paper presents a tree construction approach to pricing a Bermudan swaption with an efficient calibration method. The Bermudan swaption is an. The calibration adjusts the model parameters until the match satisfies […]
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