Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model (Q4902227)
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scientific article; zbMATH DE number 6130656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model |
scientific article; zbMATH DE number 6130656 |
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Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model (English)
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25 January 2013
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LIBOR market model
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interpolation
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