Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (Q5696866): Difference between revisions
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Revision as of 11:18, 20 February 2024
scientific article; zbMATH DE number 2216244
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English | Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model |
scientific article; zbMATH DE number 2216244 |
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Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (English)
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19 October 2005
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LIBOR models
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correlation structures
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calibration
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