@article{LadkauSchoenmakersZhang, author = {Ladkau, Marcel and Schoenmakers, John and Zhang, Jianing}, title = {Libor Model with Expiry-Wise Stochastic Volatility and Displacement}, series = {International Journal of Portfolio Analysis and Management}, volume = {1}, journal = {International Journal of Portfolio Analysis and Management}, number = {2013,3}, publisher = {Inderscience Publishers}, address = {Genf}, issn = {2048-2361}, doi = {10.1504/IJPAM.2013.054401}, pages = {224 -- 249}, language = {en} }