A new simulation approach to the LIBOR market model (Q2476718)
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scientific article; zbMATH DE number 5248505
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new simulation approach to the LIBOR market model |
scientific article; zbMATH DE number 5248505 |
Statements
A new simulation approach to the LIBOR market model (English)
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12 March 2008
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LIBOR market model
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Monte Carlo simulation
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0.92592466
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0.9086325
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0.89894354
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0.8976667
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0.8953714
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0.89522415
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0.89094144
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0.8814322
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0.8791101
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