@Article{zbMATH07176641,
Author = {N. O. {Malykh} and I. S. {Postevoy}},
Title = {{Calculation of the convexity adjustment to the forward rate in the Va\v{s}\'{\i}\v{c}ek model for the forward in-arrears contracts on LIBOR rate}},
FJournal = {{Theory of Probability and Mathematical Statistics}},
Journal = {{Theory Probab. Math. Stat.}},
ISSN = {0094-9000},
Volume = {99},
Pages = {189--198},
Year = {2019},
Publisher = {American Mathematical Society (AMS), Providence, RI},
Language = {English},
DOI = {10.1090/tpms/1089},
MSC2010 = {91G30},
Zbl = {1454.91319}
}