Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model |
scientific article |
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Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (English)
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29 October 2010
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Cox-Ingersoll-Ross model
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futures pricing
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LIBOR futures
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martingale
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