"The LIBOR Market Model Calibration with Separated Approach."

María Teresa Casparri, Martín Ezequiel Masci, Javier I. Garcia-Fronti (2016)

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DOI: 10.1007/978-3-319-40506-3_2

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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María Teresa Casparri, Martín Ezequiel Masci, Javier I. Garcia-Fronti:
The LIBOR Market Model Calibration with Separated Approach. MS 2016: 12-21

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