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| Chapter title |
Multiple Curve Extensions of Libor Market Models (LMM)
|
|---|---|
| Chapter number | 4 |
| Book title |
Interest Rate Modeling: Post-Crisis Challenges and Approaches
|
| Published by |
Springer, Cham, January 2015
|
| DOI | 10.1007/978-3-319-25385-5_4 |
| Book ISBNs |
978-3-31-925383-1, 978-3-31-925385-5
|
| Authors |
Zorana Grbac, Wolfgang J. Runggaldier |