%0 Journal Article %1 journals/eor/Fanelli17 %A Fanelli, Viviana %D 2017 %J Eur. J. Oper. Res. %K dblp %N 2 %P 707-718 %T Implications of implicit credit spread volatilities on interest rate modelling. %U http://dblp.uni-trier.de/db/journals/eor/eor263.html#Fanelli17 %V 263

@article{journals/eor/Fanelli17, added-at = {2020-02-21T00:00:00.000+0100}, author = {Fanelli, Viviana}, biburl = {https://www.bibsonomy.org/bibtex/24a373856318a0f187ddba3671865bdcd/dblp}, ee = {https://doi.org/10.1016/j.ejor.2017.06.003}, interhash = {f3554d75d949ec98cb0ce7050945d7d9}, intrahash = {4a373856318a0f187ddba3671865bdcd}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 2, pages = {707-718}, timestamp = {2020-02-22T12:33:41.000+0100}, title = {Implications of implicit credit spread volatilities on interest rate modelling.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor263.html#Fanelli17}, volume = 263, year = 2017 }