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

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Latest revision as of 19:14, 9 July 2024

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Dependence structure between LIBOR rates by copula method
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    Dependence structure between LIBOR rates by copula method (English)
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    2 March 2015
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    London interbank offered rate
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    copula function
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    partial differential equation
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