TY - GEN A1 - Belomestny, Denis A1 - Schoenmakers, John T1 - A jump-diffusion Libor model and its robust calibration N2 - In practice, the procedure is FFT based, thus fast, easy to implement, and yields good results, particularly in view of the severe ill-posedness of the underlying inverse problem. Y1 - 2008 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/445 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-4456 ER -