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Q5192640 - MaRDI portal

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scientific article; zbMATH DE number 5590726
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English
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scientific article; zbMATH DE number 5590726

    Statements

    author
    Lixin Wu
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    publication date
    6 August 2009
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    zbMATH Keywords
    interest rate modeling
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    stochastic calculus
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    Heath-Jarrow-Morton model
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    LIBOR market model
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    affine term structure models
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    91-02
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    91G30
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    91B70
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    62P05
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    zbMATH DE Number
    5590726
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