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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Economics letters"
~person:"Baghestani, Hamid"
~person:"Brigo, Damiano"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid
- In:
Economics letters
109
(
2010
)
1
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pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
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Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
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