Dynamics of Spot, Forward, and Futures Libor Rates (Q4216123)
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scientific article; zbMATH DE number 1213274
Language | Label | Description | Also known as |
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English | Dynamics of Spot, Forward, and Futures Libor Rates |
scientific article; zbMATH DE number 1213274 |
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Dynamics of Spot, Forward, and Futures Libor Rates (English)
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28 December 1998
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martingale measures
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