Interpolation schemes in the displaced-diffusion LIBOR market model (Q4902227)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Interpolation schemes in the displaced-diffusion LIBOR market model |
scientific article; zbMATH DE number 6130656
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Interpolation schemes in the displaced-diffusion LIBOR market model |
scientific article; zbMATH DE number 6130656 |
Statements
Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model (English)
0 references
25 January 2013
0 references
LIBOR market model
0 references
interpolation
0 references
0.7850916385650635
0 references
0.7795267105102539
0 references
0.7611936330795288
0 references
0.7590910196304321
0 references
