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
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