BibTeX record journals/mcma/BelomestnyMS09

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@article{DBLP:journals/mcma/BelomestnyMS09,
  author       = {Denis Belomestny and
                  Stanley Mathew and
                  John Schoenmakers},
  title        = {Multiple stochastic volatility extension of the Libor market model
                  and its implementation},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {15},
  number       = {4},
  pages        = {285--310},
  year         = {2009},
  url          = {https://doi.org/10.1515/MCMA.2009.016},
  doi          = {10.1515/MCMA.2009.016},
  timestamp    = {Fri, 03 Jul 2020 17:52:27 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/BelomestnyMS09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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