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Applied mathematical finance
The journal of computational finance
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Fleischwirtschaft : von der Erzeugung bis zur Vermarktung von Lebensmitteln tierischen Ursprungs ; Organ des Bundesverbandes der Deutschen Fleischwarenindustrie e.V., Bonn
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Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
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Volatility skews and extensions of the Libor market model
Andersen, Leif
;
Andreasen, Jesper
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10008217387
Saved in:
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