The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Calibration Algorithms to Caps and Swaptions Based on Optimization Techniques
Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, RobertVolume:
10.1002/97
Year:
2007
Language:
english
DOI:
10.1002/9781118673348.ch9
File:
PDF, 225 KB
english, 2007