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Coupling local currency Libor models to FX Libor models - MaRDI portal

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Coupling local currency Libor models to FX Libor models (Q2849684)

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scientific article; zbMATH DE number 6210939
Language Label Description Also known as
English
Coupling local currency Libor models to FX Libor models
scientific article; zbMATH DE number 6210939

    Statements

    title
    Coupling local currency Libor models to FX Libor models (English)
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    publication date
    24 September 2013
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    author
    John Schoenmakers
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    Identifiers

    zbMATH DE Number
    6210939
    0 references
    OpenAlex ID
    W2502796356
    0 references
     
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