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~isPartOf:"The journal of computational finance"
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SYMMETRIES IN LÉVY TERM STRUCT...
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The journal of computational finance
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RESEARCH PAPERS - Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2012
)
4
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009993874
Saved in:
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Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
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