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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Papapantoleon, Antonis"
~person:"Grbac, Zorana"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
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2
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
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