Correlations in Lévy interest rate models
Beinhofer, Maximilian, Eberlein, Ernst, Janssen, Arend, Polley, ManuelVolume:
11
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2010.542299
Date:
September, 2011
File:
PDF, 419 KB
english, 2011