Libor market model under the real-world measure (Q2842538)
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scientific article; zbMATH DE number 6198414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Libor market model under the real-world measure |
scientific article; zbMATH DE number 6198414 |
Statements
15 August 2013
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Libor market model
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term structure model
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market price of risk
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real-world simulation
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principal component analysis
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Jamshidian
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Libor market model under the real-world measure (English)
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