LIBOR and swap market models and measures (Q1376238)

From MaRDI portal
Revision as of 19:03, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
LIBOR and swap market models and measures
scientific article

    Statements

    title
    LIBOR and swap market models and measures (English)
    0 references
    author
    Farshid Jamshidian
    0 references
    publication date
    11 December 1997
    0 references
    zbMATH Keywords
    LIBOR and swap derivatives
    0 references
    self-financing trading strategies
    0 references
    homogeneous payoffs
    0 references
    stochastic differential equations
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60G44
    0 references
    91B28
    0 references
    60H30
    0 references
    zbMATH DE Number
    1096359
    0 references
    OpenAlex ID
    W1998548744
    0 references
    DOI
    10.1007/S007800050026
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1376238&oldid=38637018"
    Powered by MediaWiki