Interest rate caps "smile" too! But can the Libor market models capture the smile.

书目详细资料
发表在:	Journal of Finance V. 62, 1-6 (2007).
主要作者:	Jarrow, Robert
格式:	文件
语言:	English
主题:	Interest rates. Volatility. Capital markets. Stochastic models. Stock prices.