A Mean-Field Extension of the LIBOR Market Model

Sascha Desmettre, Simon Hochgerner, Sanela Omerovic, Stefan Thonhauser

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	35
Journal	International Journal of Theoretical and Applied Finance
DOIs	https://doi.org/10.1142/S0219024922500054
Publication status	Published - Mar 2022

Fields of science

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title = "A Mean-Field Extension of the LIBOR Market Model",

author = "Sascha Desmettre and Simon Hochgerner and Sanela Omerovic and Stefan Thonhauser",

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AU - Hochgerner, Simon

AU - Omerovic, Sanela

AU - Thonhauser, Stefan

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