Old and new approaches to LIBOR modeling (Q6573270)
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scientific article; zbMATH DE number 7881746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Old and new approaches to LIBOR modeling |
scientific article; zbMATH DE number 7881746 |
Statements
Old and new approaches to LIBOR modeling (English)
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16 July 2024
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LIBOR rate
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LIBOR market model
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forward price model
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Markov-functional model
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affine LIBOR model
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