Pages that link to "Item:Q5247275"
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The following pages link to An almost Markovian LIBOR market model calibrated to caps and swaptions (Q5247275):
Displaying 3 items.
- The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056) (← links)
- An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (Q1398974) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)