Media type: E-Article Title: Numerical solution of jump-diffusion LIBOR market models Contributor: Glasserman, Paul; Merener, Nicolas imprint: Springer Science and Business Media LLC, 2003 Published in: Finance and Stochastics Language: Not determined DOI: 10.1007/s007800200076 ISSN: 0949-2984; 1432-1122 Origination: Footnote: