Affine LIBOR models driven by real-valued affine processes

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@article{fc980d8575084d74a05d4819ff725dfb,

title = "Affine LIBOR models driven by real-valued affine processes",

author = "Wolfgang M{\"u}ller and Stefan Waldenberger",

year = "2016",

language = "English",

volume = "32",

pages = "333--350",

journal = "Stochastic Models",

issn = "1532-6349",

publisher = "Taylor and Francis Ltd.",

number = "2",

}