%0 Journal Article %1 journals/eor/BrigoMM05 %A Brigo, Damiano %A Mercurio, Fabio %A Morini, Massimo %D 2005 %J Eur. J. Oper. Res. %K dblp %N 1 %P 30-51 %T The LIBOR model dynamics: Approximations, calibration and diagnostics. %U http://dblp.uni-trier.de/db/journals/eor/eor163.html#BrigoMM05 %V 163

@article{journals/eor/BrigoMM05, added-at = {2020-02-21T00:00:00.000+0100}, author = {Brigo, Damiano and Mercurio, Fabio and Morini, Massimo}, biburl = {https://www.bibsonomy.org/bibtex/28471e3c81311a5869c82cfe6d6c398d6/dblp}, ee = {https://doi.org/10.1016/j.ejor.2003.12.004}, interhash = {4254893b90a03f5a9c5f2b3ed80a8e76}, intrahash = {8471e3c81311a5869c82cfe6d6c398d6}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 1, pages = {30-51}, timestamp = {2020-02-22T12:33:41.000+0100}, title = {The LIBOR model dynamics: Approximations, calibration and diagnostics.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor163.html#BrigoMM05}, volume = 163, year = 2005 }