TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES (Q3553255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES |
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TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES (English)
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22 April 2010
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Libor market model
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trivariate support
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calculus of variation problem
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constrained functional optimization
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