Dependence structure between LIBOR rates by copula method (Q2258129)
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scientific article; zbMATH DE number 6410288
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dependence structure between LIBOR rates by copula method |
scientific article; zbMATH DE number 6410288 |
Statements
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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0.8081502318382263
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0.7722561359405518
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0.7540942430496216
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0.7435154914855957
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