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~person:"Grbac, Zorana"
~person:"Schlögl, Erik"
~person:"Sondermann, Dieter"
~subject:"Affine LIBOR models"
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Affine LIBOR models
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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