Resource title

A jump-diffusion Libor model and its robust calibration

Resource image

image for OpenScout resource :: A jump-diffusion Libor model and its robust calibration

Resource description

Resource author

Denis Belomestny, John G. M. Schoenmakers

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/25118

Resource license

Adapt according to the presented license agreement and reference the original author.