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~person:"Glau, Kathrin"
~person:"Shultz, George Pratt"
~subject:"Stochastic process"
~subject:"Taylor-Regel"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Affine LIBOR models
1
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Glau, Kathrin
Shultz, George Pratt
Klose, Jens
10
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10
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10
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9
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8
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5
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
2
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1
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
The importance of rules-based monetary policy in practice
Shultz, George Pratt
- In:
Journal of economic dynamics & control
49
(
2014
),
pp. 142-143
Persistent link: https://www.econbiz.de/10010487252
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