{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q5411985","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q5411985","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q5411985","kernelVersion":"v1","immutable":true,"modified":"2026-01-20T16:51:10Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q5411985","name":"The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM","headline":"The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM","description":"scientific article; zbMATH DE number 6288560","url":"https://portal.mardi4nfdi.de/entity/Q5411985","datePublished":"2014-04-25","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q1994264"},{"@id":"https://portal.mardi4nfdi.de/entity/Q206724"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q2703107"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1142/S0219024914500010","url":"https://doi.org/10.1142/S0219024914500010"},"sameAs":["https://doi.org/10.1142/S0219024914500010"],"citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4902227"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1994265"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4372046"},{"@id":"https://portal.mardi4nfdi.de/entity/Q855091"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4433608"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1376238"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3533738"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5505912"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3518382"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1376237"}]},"provenance":{"prov:generatedAtTime":"2026-01-20T16:51:10Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}