Charity Wamwea, Philip Ngare, Martin L. D. Mbele Bidima. A Multicurve Cross-Currency LIBOR Market Model. J. Applied Mathematics, 2019, 2019. [doi]
@article{WamweaNB19,
title = {A Multicurve Cross-Currency LIBOR Market Model},
author = {Charity Wamwea and Philip Ngare and Martin L. D. Mbele Bidima},
year = {2019},
doi = {10.1155/2019/8246578},
url = {https://doi.org/10.1155/2019/8246578},
researchr = {https://researchr.org/publication/WamweaNB19},
cites = {0},
citedby = {0},
journal = {J. Applied Mathematics},
volume = {2019},
}