Affine LIBOR models driven by real-valued affine processes

Wolfgang Müller, Stefan Waldenberger

Research output: Contribution to journal › Article › Research › peer-review

Original languageEnglish
Pages (from-to)333-350
JournalStochastic Models
Volume32
Issue number2
Publication 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 journal › Article › Research › peer-review

Müller, W & Waldenberger, S 2016, 'Affine LIBOR models driven by real-valued affine processes' Stochastic Models, vol. 32, no. 2, pp. 333-350.
Müller W, Waldenberger S. Affine LIBOR models driven by real-valued affine processes. Stochastic Models. 2016;32(2):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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