On the distributional distance between the lognormal LIBOR and swap market models (Q3375384)
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scientific article; zbMATH DE number 5009970
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| English | On the distributional distance between the lognormal LIBOR and swap market models |
scientific article; zbMATH DE number 5009970 |
Statements
On the distributional distance between the lognormal LIBOR and swap market models (English)
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8 March 2006
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0.7624825239181519
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0.7560015916824341
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0.7560015916824341
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0.7544432282447815
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