Nunes, J.P.Vidal <br/><br/>
Barrier options on spot LIBOR rates under multi factor gaussian HJM Models 
 2006 

 -  2006 
 - 61 - 81  V.  14  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Intrest rate;Portfolio;LIBOR;