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About this Economics, Econometrics and Finance article

A flexible matrix Libor model with smiles by Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino
Publisher
Elsevier Science; Elsevier ; Elsevier BV (ISSN 0165-1889)
Published
2013
Field
Economics, Econometrics and Finance (Social Sciences)

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