Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (Q5696866)
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scientific article; zbMATH DE number 2216244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model |
scientific article; zbMATH DE number 2216244 |
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Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (English)
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19 October 2005
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LIBOR models
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correlation structures
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calibration
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