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
A Unified View of LIBOR Models - MaRDI portal

A Unified View of LIBOR Models (Q4976510)

From MaRDI portal
scientific article; zbMATH DE number 6754931
Language Label Description Also known as
English
A Unified View of LIBOR Models
scientific article; zbMATH DE number 6754931

    Statements

    title
    A Unified View of LIBOR Models (English)
    0 references
    author
    Kathrin Glau
    0 references
    Zorana Grbac
    0 references
    Antonis Papapantoleon
    0 references
    publication date
    31 July 2017
    0 references
    zbMATH Keywords
    Libor
    0 references
    forward price
    0 references
    semimartingales
    0 references
    Libor market models
    0 references
    Lévy forward price models
    0 references
    affine Libor models
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G30
    0 references
    60G44
    0 references
    60H30
    0 references
    zbMATH DE Number
    6754931
    0 references
    OpenAlex ID
    W3122284141
    0 references
    arXiv ID
    1601.01352
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4976510&oldid=36336660"
    Powered by MediaWiki