@article{beinhofer11qf,
  author = {Beinhofer, M. and Eberlein, E. and Janssen, A. and Polley, M.},
  title = {Correlations in L{\'e}vy Interest Rate Models},
  journal = {Quantitative Finance},
  volume = {11},
  number = {9},
  pages = {1315-1327},
  year = {2011},
  doi = {10.1080/14697688.2010.542299},
  URL = {http://www.tandfonline.com/doi/abs/10.1080/14697688.2010.542299},
  eprint = {http://www.tandfonline.com/doi/pdf/10.1080/14697688.2010.542299}
}