The One Factor LIBOR Markov Functional Model.
| Autor: | Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert |
|---|---|
| Zdroj: | LIBOR Market Model in Practice; 2007, p205-217, 13p |
| Databáze: | Complementary Index |
| Externí odkaz: |
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| Autor: | Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert |
|---|---|
| Zdroj: | LIBOR Market Model in Practice; 2007, p205-217, 13p |
| Databáze: | Complementary Index |
| Externí odkaz: |
|