Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multicurve LIBOR market models and drift-free simulation - MaRDI portal

Multicurve LIBOR market models and drift-free simulation (Q3174921)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multicurve LIBOR market models and drift-free simulation
scientific article

    Statements

    title
    Multicurve LIBOR market models and drift-free simulation (English)
    0 references
    author
    María R. Nogueiras
    0 references
    Marta Pou
    0 references
    Carlos Vázquez
    0 references
    publication date
    18 July 2018
    0 references
    zbMATH Keywords
    Libor market model
    0 references
    drift-free simulation
    0 references
    martingale property
    0 references
    multicurve environment
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G30
    0 references
    91G60
    0 references
    60H10
    0 references
    60H35
    0 references
    60G44
    0 references
    zbMATH DE Number
    6905177
    0 references
    OpenAlex ID
    W2531413566
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3174921&oldid=36409671"
    Powered by MediaWiki