• Media type: E-Article
  • Title: A jump-diffusion Libor model and its robust calibration
  • Contributor: Belomestny, Denis; Schoenmakers, John
  • imprint: Informa UK Limited, 2011
  • Published in: Quantitative Finance
  • Language: English
  • DOI: 10.1080/14697680903295176
  • ISSN: 1469-7688; 1469-7696
  • Keywords: General Economics, Econometrics and Finance ; Finance
  • Origination:
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