Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options (Q3063876)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options |
scientific article |
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Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options (English)
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15 December 2010
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LMM
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calibration
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correlation
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market analysis
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CMS spread option
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