Moment explosion in the LIBOR market model (Q633049)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment explosion in the LIBOR market model |
scientific article |
Statements
Moment explosion in the LIBOR market model (English)
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31 March 2011
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LIBOR market model
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moment explosion
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distribution tails
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