TY  - JOUR
AU  - Joshi, MS
AU  - Rebonato, R
Y2  - 2014/05/21
Y1  - 2003/12/01
SN  - 1469-7688
UR  - http://hdl.handle.net/11343/27927
LA  - English
PB  - IOP PUBLISHING LTD
KW  - Banking
KW  - Finance and Investment
T1  - A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
DO  - 10.1088/1469-7688/3/6/305
IS  - QUANTITATIVE FINANCE
VL  - 3
IS  - 6
SP  - 458-469
L1  - /bitstream/handle/11343/27927/255057_78684.pdf?sequence=1&isAllowed=n
ER  -