Dependence structure between LIBOR rates by copula method (Q2258129)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence structure between LIBOR rates by copula method |
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Dependence structure between LIBOR rates by copula method (English)
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2 March 2015
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London interbank offered rate
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copula function
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partial differential equation
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