An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (Q1398974): Difference between revisions
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Latest revision as of 10:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
scientific article |
Statements
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (English)
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7 August 2003
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multi-factor CIR
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LIBOR and swap markets
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CAPS
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swaptions
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