Affine LIBOR models driven by real-valued affine processes

Wolfgang Müller, Stefan Waldenberger

Research output: Contribution to journalArticle

LanguageEnglish
Pages333-350
JournalStochastic models
Volume32
Issue number2
StatusPublished - 2016

Cite this

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

In: Stochastic models, Vol. 32, No. 2, 2016, p. 333-350.

Research output: Contribution to journalArticle

Müller, W & Waldenberger, S 2016, 'Affine LIBOR models driven by real-valued affine processes' Stochastic models, vol 32, no. 2, pp. 333-350.
Müller, Wolfgang ; Waldenberger, Stefan. / Affine LIBOR models driven by real-valued affine processes. In: Stochastic models. 2016 ; Vol. 32, No. 2. pp. 333-350
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