The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Smile Modelling in the BGM Model
Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, RobertVolume:
10.1002/97
Year:
2007
Language:
english
DOI:
10.1002/9781118673348.ch5
File:
PDF, 79 KB
english, 2007