Cite
Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion
MLA
Devineau, Laurent, et al. Fast Calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion. 2017. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.1706.00263&authtype=sso&custid=ns315887.
APA
Devineau, L., Arrouy, P.-E., Bonnefoy, P., & Boumezoued, A. (2017). Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion.
Chicago
Devineau, Laurent, Pierre-Edouard Arrouy, Paul Bonnefoy, and Alexandre Boumezoued. 2017. “Fast Calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.1706.00263&authtype=sso&custid=ns315887.