A Unified View of LIBOR Models (Q4976510)
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scientific article; zbMATH DE number 6754931
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Unified View of LIBOR Models |
scientific article; zbMATH DE number 6754931 |
Statements
A Unified View of LIBOR Models (English)
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31 July 2017
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Libor
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forward price
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semimartingales
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Libor market models
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Lévy forward price models
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affine Libor models
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0.89472336
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0.8837836
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0.8778126
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0.87621164
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0.8729633
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0.8697038
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