The affine LIBOR models (Q2851558)
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scientific article; zbMATH DE number 6215361
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The affine LIBOR models |
scientific article; zbMATH DE number 6215361 |
Statements
11 October 2013
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Libor rate models
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forward price models
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affine processes
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analytically tractable models
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0.93348825
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0.9232347
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0.9016367
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0.89532363
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0.8940942
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0.8811799
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0.88042223
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0.88027847
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The affine LIBOR models (English)
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