Fabio Mercurio
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2005
1
EE
Damiano Brigo
, Fabio Mercurio,
Massimo Morini
: The LIBOR model dynamics: Approximations, calibration and diagnostics.
European Journal of Operational Research 163
(1): 30-51 (2005)
Coauthor
Index
1
Damiano Brigo
[
1
]
2
Massimo Morini
[
1
]
Copyright ©
Sun May 17 03:24:02 2009 by
Michael Ley
(
ley@uni-trier.de
)
