Moment explosion in the LIBOR market model (Q633049)

From MaRDI portal
Revision as of 01:50, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Moment explosion in the LIBOR market model
scientific article

    Statements

    title
    Moment explosion in the LIBOR market model (English)
    0 references
    author
    Stefan Gerhold
    0 references
    publication date
    31 March 2011
    0 references
    zbMATH DE Number
    5872507
    0 references
    zbMATH Keywords
    LIBOR market model
    0 references
    moment explosion
    0 references
    distribution tails
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q633049&oldid=25694516"
    Powered by MediaWiki