The implied jump risk of LIBOR rates
| Year of publication: |
2005
|
|---|---|
| Authors: | Guan, Lim Kian ; Ting, Christopher ; Warachka, Mitch |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 10, p. 2503-2522
|
| Publisher: |
Elsevier |