Dependence structure between LIBOR rates by copula method (Q2258129): Difference between revisions

@@ Property / author @@
-Yi-Jun Wu
@@ Property / author: Yi-Jun Wu / rank @@
-Normal rank
@@ Property / author @@
-Shu Lin Zhou
@@ Property / author: Shu Lin Zhou / rank @@
-Normal rank
@@ Property / author @@
-Jing-Ping Yang
@@ Property / author: Jing-Ping Yang / rank @@
-Normal rank
@@ Property / author @@
+Yi-Jun Wu
@@ Property / author: Yi-Jun Wu / rank @@
+Normal rank
@@ Property / author @@
+Shu Lin Zhou
@@ Property / author: Shu Lin Zhou / rank @@
+Normal rank
@@ Property / author @@
+Jing-Ping Yang
@@ Property / author: Jing-Ping Yang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11464-014-0315-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1975737162
@@ Property / OpenAlex ID: W1975737162 / rank @@
+Normal rank
@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Interest rate models -- theory and practice
@@ Property / cites work: Interest rate models -- theory and practice / rank @@
+Normal rank
@@ Property / cites work @@
+The LIBOR model dynamics: Approximations, calibration and diagnostics
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5783502
@@ Property / cites work: Q5783502 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778405
@@ Property / cites work: Q2778405 / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank