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.},