Moment explosion in the LIBOR market model (Q633049)
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scientific article; zbMATH DE number 5872507
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Moment explosion in the LIBOR market model |
scientific article; zbMATH DE number 5872507 |
Statements
Moment explosion in the LIBOR market model (English)
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31 March 2011
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LIBOR market model
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moment explosion
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distribution tails
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0.88387424
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0.87508994
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0.8744687
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0.8743512
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0.87318784
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0.87152267
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0.8632676
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0.8611451
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