Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (Q5696866): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:56, 5 March 2024
scientific article; zbMATH DE number 2216244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model |
scientific article; zbMATH DE number 2216244 |
Statements
Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (English)
0 references
19 October 2005
0 references
LIBOR models
0 references
correlation structures
0 references
calibration
0 references
