Admissibility of generic market models of forward swap rates (Q2927948)
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scientific article; zbMATH DE number 6365991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Admissibility of generic market models of forward swap rates |
scientific article; zbMATH DE number 6365991 |
Statements
5 November 2014
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forward swap rate
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market model
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Libor
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admissibility
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Admissibility of generic market models of forward swap rates (English)
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