Volatility skews and extensions of the Libor market model (Q4541584): Difference between revisions
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Revision as of 13:19, 1 March 2024
scientific article; zbMATH DE number 1771977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility skews and extensions of the Libor market model |
scientific article; zbMATH DE number 1771977 |
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Volatility skews and extensions of the Libor market model (English)
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5 September 2002
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