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Latest revision as of 05:28, 14 July 2024

scientific article; zbMATH DE number 6754931
Language Label Description Also known as
English
A Unified View of LIBOR Models
scientific article; zbMATH DE number 6754931

    Statements

    A Unified View of LIBOR Models (English)
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    31 July 2017
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    Libor
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    forward price
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    semimartingales
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    Libor market models
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    Lévy forward price models
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    affine Libor models
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