Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model."

Christopher Beveridge, Mark S. Joshi (2012)

> Home

Details and statistics

DOI: 10.1137/100788008

access: closed

type: Journal Article

metadata version: 2022-04-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/BeveridgeJ12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/BeveridgeJ12
Christopher Beveridge, Mark S. Joshi:
Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model. SIAM J. Financial Math. 3(1): 593-604 (2012)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.