The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056)
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scientific article; zbMATH DE number 2127021
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| English | The LIBOR model dynamics: Approximations, calibration and diagnostics |
scientific article; zbMATH DE number 2127021 |
Statements
The LIBOR model dynamics: Approximations, calibration and diagnostics (English)
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12 January 2005
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Finance
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Pricing
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Stochastic processes
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Interest rate modeling
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LIBOR market model
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0.8552161455154419
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0.853752851486206
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0.8371121287345886
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0.8202776908874512
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0.8175787329673767
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