New and robust drift approximations for the LIBOR market model (Q3518382)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New and robust drift approximations for the LIBOR market model |
scientific article |
Statements
New and robust drift approximations for the LIBOR market model (English)
0 references
7 August 2008
0 references
financial mathematics
0 references
financial modelling
0 references
financial simulation
0 references
financial engineering
0 references
derivatives pricing
0 references
derivative pricing models
0 references
