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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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A tractable LIBOR model with default risk
Grbac, Zorana; Papapantoleon, Antonis - In: Mathematics and financial economics 7 (2013) 2, pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
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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