Pages that link to "Item:Q2190303"
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The following pages link to Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303):
Displaying 4 items.
- Economic scenario generators: a risk management tool for insurance (Q2094843) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598) (← links)
- A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation (Q4647291) (← links)