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Hedging performance of the Libor market model : the cap market case
Attaoui, Sami
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1215-1223
Persistent link: https://www.econbiz.de/10009348308
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Hedging performance of the Libor market model: the cap market case
Attaoui, Sami
- In:
Applied financial economics
21
(
2011
)
16
,
pp. 1215-1224
Persistent link: https://www.econbiz.de/10009186146
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