Moment explosion in the LIBOR market model (Q633049): Difference between revisions
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Revision as of 18:32, 19 March 2024
scientific article
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English | Moment explosion in the LIBOR market model |
scientific article |
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Moment explosion in the LIBOR market model (English)
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31 March 2011
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LIBOR market model
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moment explosion
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distribution tails
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