A libor market model including credit risk under the real-world measure
- Lopes, S.D.
- Vázquez, C.
ISSN: 1755-2850, 1460-1559
Year of publication: 2020
Volume: 24
Issue: 3
Pages: 111-141
Type: Article
ISSN: 1755-2850, 1460-1559
Year of publication: 2020
Volume: 24
Issue: 3
Pages: 111-141
Type: Article