%0 Journal Article %1 journals/eor/Fanelli16 %A Fanelli, Viviana %D 2016 %J Eur. J. Oper. Res. %K dblp %N 1 %P 238-244 %T A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch. %U http://dblp.uni-trier.de/db/journals/eor/eor249.html#Fanelli16 %V 249

@article{journals/eor/Fanelli16, added-at = {2020-02-21T00:00:00.000+0100}, author = {Fanelli, Viviana}, biburl = {https://www.bibsonomy.org/bibtex/215f0ac67530fa0cf8b34d20dfcbca6d9/dblp}, ee = {https://doi.org/10.1016/j.ejor.2015.08.031}, interhash = {843790749aa5a878ada94378ae8357f3}, intrahash = {15f0ac67530fa0cf8b34d20dfcbca6d9}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 1, pages = {238-244}, timestamp = {2020-02-22T12:22:01.000+0100}, title = {A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor249.html#Fanelli16}, volume = 249, year = 2016 }