Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (Q5696866): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q658636
Property / author
 
Property / author: John G. M. Schoenmakers / rank
Normal rank
 

Revision as of 11:18, 20 February 2024

scientific article; zbMATH DE number 2216244
Language Label Description Also known as
English
Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model
scientific article; zbMATH DE number 2216244

    Statements

    Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (English)
    0 references
    0 references
    19 October 2005
    0 references
    0 references
    LIBOR models
    0 references
    correlation structures
    0 references
    calibration
    0 references