BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES (Q3521284): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: LIBOR and swap market models and measures / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5670045 / rank | |||
Normal rank | |||
Latest revision as of 14:13, 28 June 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)
0 references
21 August 2008
0 references
support
0 references
geometric Brownian motion
0 references
swap market model
0 references
negative Libor
0 references
