• Title of article

    The LIBOR model dynamics: Approximations, calibration and diagnostics

  • Author/Authors

    Damiano Brigo، نويسنده , , Fabio Mercurio، نويسنده , , Massimo Morini، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    22
  • From page
    30
  • To page
    51
  • Keywords
    Interest rate modeling , finance , pricing , stochastic processes , LIBOR market model
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2005
  • Journal title
    European Journal of Operational Research
  • Record number

    215349

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215349