The affine LIBOR models (Q2851558)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The affine LIBOR models |
scientific article; zbMATH DE number 6215361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The affine LIBOR models |
scientific article; zbMATH DE number 6215361 |
Statements
11 October 2013
0 references
Libor rate models
0 references
forward price models
0 references
affine processes
0 references
analytically tractable models
0 references
0 references
0.93348825
0 references
0.9232347
0 references
0 references
0.9016367
0 references
0.89532363
0 references
0.8940942
0 references
0.8811799
0 references
0.88042223
0 references
0.88027847
0 references
The affine LIBOR models (English)
0 references
