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SSRN Electronic Journal 2013

Libor Market Model with Stochastic Basis - Calibration Using OIS Yield and Money Market Basis Spreads

Kienitz, Joerg
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2211175
File:
PDF, 709 KB
english, 2013
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