A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL (Q4653037)
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scientific article; zbMATH DE number 2139707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL |
scientific article; zbMATH DE number 2139707 |
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A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL (English)
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28 February 2005
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