Robust Libor Modelling and Pricing of Derivative Products (Q4666845): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1201/9780203499092 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1415204698 / rank | |||
Normal rank | |||
Latest revision as of 19:39, 19 March 2024
scientific article; zbMATH DE number 2153235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Libor Modelling and Pricing of Derivative Products |
scientific article; zbMATH DE number 2153235 |
Statements
Robust Libor Modelling and Pricing of Derivative Products (English)
0 references
6 April 2005
0 references
stability problem
0 references
least squares calibration methods
0 references
Bermudan derivative pricing
0 references
log-normal approximation
0 references
