Calibrating LIBOR

@article{de5c8f6720044013a8631020467dbf45,

title = "Calibrating LIBOR",

author = "Damiano Brigo and F Mercurio",

year = "2002",

language = "English",

journal = "Risk",

}

Calibrating LIBOR. / Brigo, Damiano; Mercurio, F.
In: Risk, 2002.

Research output: Contribution to journal › Article › peer-review

TY - JOUR

T1 - Calibrating LIBOR

AU - Brigo, Damiano

AU - Mercurio, F

PY - 2002

Y1 - 2002

M3 - Article

JO - Risk

JF - Risk

ER -

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