Mathematical finance. 2010;20(2):229-258. doi: 10.1111/j.1467-9965.2010.00396.x Q22.42025

TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES

平波动远期伦敦银行同业拆借利率的三变量支持

DOI: 10.1111/j.1467-9965.2010.00396.x

摘要

Copyright © . 中文内容为AI机器翻译，仅供参考！