Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685): Difference between revisions

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Latest revision as of 13:06, 16 July 2024

scientific article; zbMATH DE number 6933345
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English
Eurodollar futures pricing in log-normal interest rate models in discrete time
scientific article; zbMATH DE number 6933345

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    Eurodollar futures pricing in log-normal interest rate models in discrete time (English)
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    6 September 2018
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    interest rate models
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    Eurodollar futures
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    Libor market model
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