BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES (Q3521284): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2008.00340.x / rank | |||
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| Property / OpenAlex ID: W1581351691 / rank | |||
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| Property / cites work: LIBOR and swap market models and measures / rank | |||
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| Property / cites work: Q5670045 / rank | |||
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Latest revision as of 14:13, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES |
scientific article |
Statements
BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES (English)
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21 August 2008
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support
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geometric Brownian motion
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swap market model
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negative Libor
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