A flexible matrix Libor model with smiles
| Year of publication: |
2013
|
|---|---|
| Authors: | Da Fonseca, José ; Gnoatto, Alessandro ; Grasselli, Martino |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 37.2013, 4, p. 774-793
|