
MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING
MERCURIO, FABIOVolume:
13
Langue:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902491000570X
Date:
February, 2010
Fichier:
PDF, 471 KB
english, 2010