most citedRevisiting the extremely long-period cataclysmic variables V479 Andromedae and V1082 Sagitarii

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q-fin.RM2023★ 1 cited

Mean-field Libor market model and valuation of long term guarantees

Florian Gach, Simon Hochgerner, Eva Kienbacher +1

Existence and uniqueness of solutions to the multi-dimensional mean-field Libor market model (introduced by [7]) is shown. This is used as the basis for a numerical asset-liability…