"Multicurve LIBOR market models and drift-free simulation."

J. L. Fernández et al. (2017)

> Home

Details and statistics

DOI: 10.1080/00207160.2016.1247440

access: closed

type: Journal Article

metadata version: 2020-12-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcm/FernandezNPV17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcm/FernandezNPV17
J. L. Fernández, Maria R. Nogueiras, M. Pou, Carlos Vázquez:
Multicurve LIBOR market models and drift-free simulation. Int. J. Comput. Math. 94(11): 2194-2207 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.