@misc
{TN_libero_mab2,
author = {
Grbac, Zorana
AND
Papapantoleon, Antonis
AND
Schoenmakers, John G. M.
AND
Skovmand, David
},
title = {
Affine LIBOR models with multiple curves: Theory, examples and calibration
},
keywords = {
60G44
,
91G30
,
91G20
,
Multiple curve models -- LIBOR -- OIS -- basis spread -- affine LIBOR models caps -- swaptions -- basis swaptions -- calibration
,
article
},
year = {2014},
abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},
}