CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL (Q3022052)
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scientific article; zbMATH DE number 2177828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL |
scientific article; zbMATH DE number 2177828 |
Statements
CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL (English)
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22 June 2005
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stochastic string
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0.8450703024864197
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0.8202776908874512
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0.8096314072608948
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0.8096314072608948
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0.8093230724334717
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