%0 Journal Article %1 journals/mcma/BelomestnyMS09 %A Belomestny, Denis %A Mathew, Stanley %A Schoenmakers, John %D 2009 %J Monte Carlo Methods Appl. %K dblp %N 4 %P 285-310 %T Multiple stochastic volatility extension of the Libor market model and its implementation. %U http://dblp.uni-trier.de/db/journals/mcma/mcma15.html#BelomestnyMS09 %V 15

@article{journals/mcma/BelomestnyMS09, added-at = {2020-07-03T00:00:00.000+0200}, author = {Belomestny, Denis and Mathew, Stanley and Schoenmakers, John}, biburl = {https://www.bibsonomy.org/bibtex/2083504716e3eb390b5e51c6a668b733f/dblp}, ee = {https://doi.org/10.1515/MCMA.2009.016}, interhash = {9d168e900568e7cfff3af61d5b827611}, intrahash = {083504716e3eb390b5e51c6a668b733f}, journal = {Monte Carlo Methods Appl.}, keywords = {dblp}, number = 4, pages = {285-310}, timestamp = {2020-07-04T11:44:47.000+0200}, title = {Multiple stochastic volatility extension of the Libor market model and its implementation.}, url = {http://dblp.uni-trier.de/db/journals/mcma/mcma15.html#BelomestnyMS09}, volume = 15, year = 2009 }