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A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
Joshi, Mark S, Rebonato, RiccardoVolume:
3
Language:
english
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/3/6/305
Date:
December, 2003
File:
PDF, 320 KB
english, 2003