TY - JOUR A1 - Ladkau, Marcel A1 - Schoenmakers, John A1 - Zhang, Jianing T1 - Libor Model with Expiry-Wise Stochastic Volatility and Displacement JF - International Journal of Portfolio Analysis and Management KW - displaced Libor models KW - calibration to cap-strike-maturity matrix KW - stochastic volatility KW - swaption pricing Y1 - 2013 U6 - https://doi.org/10.1504/IJPAM.2013.054401 SN - 2048-2361 VL - 1 IS - 2013,3 SP - 224 EP - 249 PB - Inderscience Publishers CY - Genf ER -