@article {MR2603467,
    AUTHOR = {Belomestny, Denis and Mathew, Stanley and Schoenmakers, John},
     TITLE = {Multiple stochastic volatility extension of the {L}ibor market
              model and its implementation},
   JOURNAL = {Monte Carlo Methods Appl.},
  FJOURNAL = {Monte Carlo Methods and Applications},
    VOLUME = {15},
      YEAR = {2009},
    NUMBER = {4},
     PAGES = {285--310},
      ISSN = {0929-9629},
   MRCLASS = {91G60 (60H30 91B70)},
  MRNUMBER = {2603467},
       DOI = {10.1515/MCMA.2009.016},
       URL = {https://doi.org/10.1515/MCMA.2009.016},
}

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