![](/img/cover-not-exists.png)
Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Robert Jarrow, Haitao Li and Feng ZhaoVolume:
62
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/4123464
Date:
February, 2007
File:
PDF, 4.04 MB
english, 2007