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Contribution Details
| Type | Working Paper |
| Scope | Discipline-based scholarship |
| Title | Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions |
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| Language |
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| Institution | Swiss Finance Institute |
| Series Name | SFI Research Paper Series |
| Number | 12-23 |
| Date | 2012 |
| Free access at | Official URL |
| Official URL | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2065375## |
| Other Identification Number | merlin-id:8804 |
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