Author:
Boenkost Wolfram,Schmidt Wolfgang M.
Reference16 articles.
1. Extended Libor Market Models with Stochastic Volatility
2. Calibrating Libor SABR parameters to swaption SABR parameters;W Boenkost;Lucht Probst Associates GmbH,2014
3. Prices of state-contingent claims implicit in option prices;D T Breeden;Journal of Business,1978