Dependence structure between LIBOR rates by copula method (Q2258129)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence structure between LIBOR rates by copula method |
scientific article |
Statements
Dependence structure between LIBOR rates by copula method (English)
0 references
2 March 2015
0 references
London interbank offered rate
0 references
copula function
0 references
partial differential equation
0 references
