A jump-diffusion Libor model and its robust calibration (Q3005814): Difference between revisions
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Revision as of 11:18, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A jump-diffusion Libor model and its robust calibration |
scientific article |
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A jump-diffusion Libor model and its robust calibration (English)
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9 June 2011
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LIBOR market models
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American options
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Monte Carlo methods
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statistical methods
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