(47%) Leibniz-Zentrum für Europäische Wirtschaftsforschung (ZEW)Mannheim, Germany
L 7,1; D - 68161 Mannheim
RePEc:edi:zemande (more details at EDIRC)
(47%) Fakultät für Betriebswirtschaftslehre Mannheim, Germany
: 0621 / 181 - 1467
0621 / 181 - 1471
L5,5, 68131 Mannheim
RePEc:edi:bvmande (more details at EDIRC)
(6%) Frankfurt School of Finance and ManagementFrankfurt, Germany
: 069 154008-0
Sonnemannstraße 9-11, 60314 Frankfurt am Main
RePEc:edi:hfbfide (more details at EDIRC)
Research outputJump to: Articles
- L. Steinruecke & R. Zagst & A. Swishchuk, 2015. "The Markov-switching jump diffusion LIBOR market model," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 455-476, March.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- L. Steinruecke & R. Zagst & A. Swishchuk, 2015.
"The Markov-switching jump diffusion LIBOR market model,"
Taylor & Francis Journals, vol. 15(3), pages 455-476, March.
- Robert J. Elliott & Tak Kuen Siu, 2016. "Pricing regime-switching risk in an HJM interest rate environment," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1791-1800, December.
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Lea Steinruecke should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.