{"title":"Dual-Curve SABR-LMM Market Model for Post-Crisis Interest Rate Derivatives Markets","authors":"Lixin Wu","doi":"10.1201/9781351227421-14","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"25 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Interest Rate Modeling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1201/9781351227421-14","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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