THE AFFINE LIBOR MODELS (Q2851558): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1467-9965.2012.00531.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9965.2012.00531.X / rank | |||
Normal rank | |||
Latest revision as of 01:06, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE AFFINE LIBOR MODELS |
scientific article |
Statements
THE AFFINE LIBOR MODELS (English)
0 references
11 October 2013
0 references
Libor rate models
0 references
forward price models
0 references
affine processes
0 references
analytically tractable models
0 references
0 references
