\(L^2\)-theoretical study of the relation between the LIBOR market model and the HJM model (Q2923292)
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scientific article; zbMATH DE number 6356021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^2\)-theoretical study of the relation between the LIBOR market model and the HJM model |
scientific article; zbMATH DE number 6356021 |
Statements
15 October 2014
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term structure model
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LIBOR market model
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BGM model
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HJM model
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metric space
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\(L^2\)-theoretical study of the relation between the LIBOR market model and the HJM model (English)
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0.7186990976333618
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0.7186990976333618
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0.7179369926452637
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0.7075321674346924
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