Pages that link to "Item:Q704056"
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The following pages link to The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056):
Displaying 4 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- Dependence structure between LIBOR rates by copula method (Q2258129) (← links)
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
