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Continuous-time term structure models : forward measure approach
Musiela, Marek - In: Finance and stochastics 1 (1997) 4, pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
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Models of forward Libor and swap rates
Rutkowski, Marek - In: Applied mathematical finance 6 (1999) 1, pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
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Admissibility of generic market models of forward swap rates
Li, Libo; Rutkowski, Marek - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
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Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 425-445
Persistent link: https://www.econbiz.de/10001251045