Banks and Bank Systems (Feb 2009)

A multifactoral cross-currency LIBOR market model with a FX volatility skew

Wolfgang Benner,
Lyudmil Zyapkov

Affiliations

Wolfgang Benner
Lyudmil Zyapkov

Journal volume & issue: Vol. 3, no. 4

Abstract

No abstracts available.

Published in Banks and Bank Systems

ISSN: 1816-7403 (Print); 1991-7074 (Online)
Publisher: LLC "CPC "Business Perspectives"
Country of publisher: Ukraine
LCC subjects: Social Sciences: Finance: Banking
Website: https://businessperspectives.org/journals/banks-and-bank-systems?category_id=30

About the journal