The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension (Q4562477)
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scientific article; zbMATH DE number 6996404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension |
scientific article; zbMATH DE number 6996404 |
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The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension (English)
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21 December 2018
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LIBOR market
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Markov-switching jump diffusion
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