BibTex format
@article{BRIGO:2011,
author = {BRIGO, DAMIANO and PALLAVICINI, ANDREA and PAPATHEODOROU, VASILEIOS},
journal = {International Journal of Theoretical and Applied Finance},
pages = {773--802},
title = {ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS},
volume = {14},
year = {2011}
}