EEMCS

Home > Publications
Home University of Twente
Education
Research
Prospective Students
Jobs
Publications
Intranet (internal)
 
 Nederlands
 Contact
 Search
 Organisation

EEMCS EPrints Service


Classification: MSC-60H30
Home Policy Brochure Browse Search User Area Contact Help

2010

Jamshidian, F. (2010) Trivariate support of flat-volatility forward Libor rates. Mathematical Finance, 20 (2). pp. 229-258. ISSN 0960-1627 *** ISI Impact 2,283 ***