author = { Papapantoleon, Antonis AND Skovmand, David AND Schoenmakers, John G. M. },

title = { Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models },

keywords = { LIBOR market model -- Levy processes -- drift term -- Picard approximation -- option pricing -- caps -- swaptions -- annuities , article },

year = {2012},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }