THE AFFINE LIBOR MODELS (Q2851558)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE AFFINE LIBOR MODELS |
scientific article |
Statements
THE AFFINE LIBOR MODELS (English)
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11 October 2013
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Libor rate models
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forward price models
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affine processes
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analytically tractable models
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