@article {MR2784473,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {A jump-diffusion {L}ibor model and its robust calibration},
   JOURNAL = {Quant. Finance},
  FJOURNAL = {Quantitative Finance},
    VOLUME = {11},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {529--546},
      ISSN = {1469-7688},
   MRCLASS = {91B70 (91G20 91G60)},
  MRNUMBER = {2784473},
MRREVIEWER = {Edward J. Allen},
       DOI = {10.1080/14697680903295176},
       URL = {https://doi.org/10.1080/14697680903295176},
}

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