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Affine LIBOR models with multiple curves: Theory, examples ..
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik ; 1951
Grbac, Zorana
, 2014
Link:
http://edok01.tib.uni-hannover.de/edoks/e01fn14/788013..
RT Book, Whole T1 <Title>Affine LIBOR models with multiple curves: Theory, examples and calibration</Title> UL https://suche.suub.uni-bremen.de/peid=B78801386&Exemplar=1&LAN=DE A1 Grbac, Zorana PB WIAS PP Berlin YR 2014 NO Online-Ressource (PDF-Datei: 38 S., 553 KB) : graph. Darst. T3 Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik ; 1951 VO 1951 LK http://edok01.tib.uni-hannover.de/edoks/e01fn14/788013866.pdf SF ELIB - SuUB Bremen
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