Comments on: Paper: R. Werpachowski. Arbitrage-Free Rate Interpolation Scheme for Libor Market Model with Smooth Volatility Term Structure http://etf-central.com/2010/12/24/paper-r-werpachowski-arbitrage-free-rate-interpolation-scheme-for-libor-market-model-with-smooth-volatility-term-structure/ Fast-paced market news, analysis, and discussion - Michael J. Bommarito II Sun, 15 Apr 2012 03:42:02 +0000 hourly 1 http://wordpress.org/?v=3.3.1