Lognormal forward market model (LFM) volatility function approximation (Q3000891)
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scientific article; zbMATH DE number 5901449
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| English | Lognormal forward market model (LFM) volatility function approximation |
scientific article; zbMATH DE number 5901449 |
Statements
Lognormal Forward Market Model (LFM) Volatility Function Approximation (English)
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31 May 2011
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lognormal forward rate
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volability function
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simulation
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0.7600162029266357
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0.7517475485801697
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0.7509801983833313
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0.7509801387786865
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0.7496119141578674
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