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~isPartOf:"International journal of theoretical and applied finance"
~person:"Baaquie, Belal E."
~person:"Benth, Fred Espen"
~person:"McWalter, Thomas A."
~person:"Mercurio, Fabio"
~type_genre:"Aufsatz in Zeitschrift"
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Baaquie, Belal E.
Benth, Fred Espen
McWalter, Thomas A.
Mercurio, Fabio
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Efficient long-dated swaption volatility approximation in the forward-LIBOR model
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892565
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2
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
3
Modern LIBOR market models : using different curves for projecting rates and for discounting
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10008860420
Saved in:
4
A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Baaquie, Belal E.
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
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