Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple stochastic volatility extension of the Libor market model and its implementation |
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Multiple stochastic volatility extension of the Libor market model and its implementation (English)
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10 February 2010
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Libor modeling
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stochastic volatility
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CIR processes
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calibration
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