LIBOR and swap market models and measures (Q1376238)
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scientific article; zbMATH DE number 1096359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIBOR and swap market models and measures |
scientific article; zbMATH DE number 1096359 |
Statements
LIBOR and swap market models and measures (English)
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11 December 1997
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LIBOR and swap derivatives
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self-financing trading strategies
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homogeneous payoffs
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stochastic differential equations
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