Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
| Year of publication: |
2007
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| Authors: | Jarrow, Robert ; Li, Haitao ; Zhao, Feng |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 62.2007, 1, p. 345-382
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