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Negative Libor rates in the swap market model
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
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A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
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1998
)
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pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
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