You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output.
Click here to find out more.
Timeline
Chapter title |
SABR LIBOR Market Model
|
---|---|
Chapter number | 7 |
Book title |
SABR and SABR LIBOR Market Models in Practice
|
Published by |
Palgrave Macmillan, London, January 2015
|
DOI | 10.1057/9781137378644_7 |
Book ISBNs |
978-1-349-57177-2, 978-1-137-37864-4
|
Authors |
Christian Crispoldi, Gérald Wigger, Peter Larkin |