Pages that link to "Item:Q5696866"
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The following pages link to Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (Q5696866):
Displayed 4 items.
- Some results on correlation matrices for interest rates (Q637511) (← links)
- Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options (Q3063876) (← links)
- THEORY AND CALIBRATION OF SWAP MARKET MODELS (Q3446061) (← links)
- Pricing inflation-indexed derivatives (Q5711168) (← links)