Bennett, M.N and Kennedy, J.E <br/><br/>
Comparison of markov functional and market models: one dimensional case 
 J5781  2005 

 -  2005 
 - 22 - 43  V.  13  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>LIBOR;Stochastic differential equation;Derivatives;