Affine LIBOR models driven by real-valued affine processes (Q2811920)
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scientific article; zbMATH DE number 6590968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine LIBOR models driven by real-valued affine processes |
scientific article; zbMATH DE number 6590968 |
Statements
Affine LIBOR models driven by real-valued affine processes (English)
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9 June 2016
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LIBOR market models
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forward price models
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affine processes
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volatility smile
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