Stochastic volatility for interest rate derivatives (Q2879042)
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scientific article; zbMATH DE number 6340781
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic volatility for interest rate derivatives |
scientific article; zbMATH DE number 6340781 |
Statements
Stochastic volatility for interest rate derivatives (English)
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5 September 2014
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interest rate derivatives
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stochastic volatility
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interest rate modelling
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LIBOR market models
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market dynamics
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0.8209882974624634
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0.7954681515693665
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0.7952946424484253
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0.7863561511039734
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