Skip to main content
Article

Calibration accuracy of three variants of the Libor Market Model

By Pierre-Edouard Arrouy, Paul Bonnefoy, Elias Bouiti, Alexandre Boumezoued, and Julien Vedani
01 December 2022

About the Author(s)

Pierre-Edouard Arrouy

Paris Tel: 33 1 42991560

View bio

Paul Bonnefoy

Paris Tel: 33 1 42991560

View bio

Elias Bouiti

Paris

View bio

Alexandre Boumezoued

Paris Tel: 33 7 88 59 54 51

View bio

Julien Vedani

View bio

Contact us

We’re here to help you break through complex challenges and achieve next-level success.

popup image