BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES (Q3521284): Difference between revisions
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Revision as of 19:20, 19 March 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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