| Language | English |
|---|---|
| Pages | 333-350 |
| Journal | Stochastic models |
| Volume | 32 |
| Issue number | 2 |
| Status | Published - 2016 |
Cite this
Müller, W., & Waldenberger, S. (2016). Affine LIBOR models driven by real-valued affine processes. Stochastic models, 32(2), 333-350.
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
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.
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title = "Affine LIBOR models driven by real-valued affine processes",
author = "Wolfgang M{\"u}ller and Stefan Waldenberger",
year = "2016",
language = "English",
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pages = "333--350",
journal = "Stochastic models",
issn = "1532-6349",
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T1 - Affine LIBOR models driven by real-valued affine processes
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AU - Waldenberger,Stefan
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SP - 333
EP - 350
JO - Stochastic models
T2 - Stochastic models
JF - Stochastic models
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