LIBOR and swap market models and measures
type: Item
instance of: scholarly article
title: LIBOR and swap market models and measures
zbMATH Open document ID: 0888.60038
author: Farshid Jamshidian
published in: Finance and Stochastics
publication date: 1997-12-11T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 1096359
zbMATH Keywords: LIBOR and swap derivatives
zbMATH Keywords: self-financing trading strategies
zbMATH Keywords: homogeneous payoffs
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
full work available at URL: s007800050026
OpenAlex ID: W1998548744
DOI: 10.1007/S007800050026
description: scientific article; zbMATH DE number 1096359