Affine LIBOR models driven by real-valued affine processes

Wolfgang Müller, Stefan Waldenberger

Publikation: Beitrag in einer FachzeitschriftArtikelForschungBegutachtung

Originalspracheenglisch
Seiten (von - bis)333-350
FachzeitschriftStochastic Models
Jahrgang32
Ausgabenummer2
PublikationsstatusVeröffentlicht - 2016

Dies zitieren

Affine LIBOR models driven by real-valued affine processes. / Müller, Wolfgang; Waldenberger, Stefan.

in: Stochastic Models, Jahrgang 32, Nr. 2, 2016, S. 333-350.

Publikation: Beitrag in einer FachzeitschriftArtikelForschungBegutachtung

Müller, Wolfgang ; Waldenberger, Stefan. / Affine LIBOR models driven by real-valued affine processes. in: Stochastic Models. 2016 ; Jahrgang 32, Nr. 2. S. 333-350.
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