Pathwise Grid Valuation of Fixed-Income Portfolios with Applications to Risk Management

Zamani, Shiva; Chaghazardi, Ali; Arian, Hamid

doi:10.2139/ssrn.3889826

SSRN Journal

2021

DOI: 10.2139/ssrn.3889826

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Pathwise Grid Valuation of Fixed-Income Portfolios with Applications to Risk Management

Shiva Zamani

Ali Chaghazardi

Hamid Arian³

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Pathwise Grid Valuation of Fixed-Income Portfolios with Applications to Risk Management

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