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A Mean-Field Extension of the LIBOR Market Model

Activity: Talk or presentation › Invited talk › science-to-science

Period29 Feb 2024
Event titleStochastic Models and Control Workshop 2024
Event typeOther
LocationAustriaShow on map

Fields of science

  • 101 Mathematics
  • 101019 Stochastics
  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation