A multifactoral cross-currency LIBOR market model with a FX volatility skew

Published February 6, 2009
Author(s)
Wolfgang Benner , Lyudmil Zyapkov
Article Info
Volume 3 2008, Issue #4
TO CITE

789 Views
586 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Banks and Bank Systems

Banks and Bank Systems

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept

DMCA.com Protection Status