LIBOR market model with stochastic volatility (Q2494608): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.3934/jimo.2006.2.199 / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3934/jimo.2006.2.199 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2001061905 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.3934/JIMO.2006.2.199 / rank | |||
Normal rank | |||
Latest revision as of 01:48, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIBOR market model with stochastic volatility |
scientific article |
Statements
LIBOR market model with stochastic volatility (English)
0 references
14 July 2006
0 references
