The LIBOR Market Model in Practice (Gatarek/The LIBOR) ||...

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The LIBOR Market Model in Practice (Gatarek/The LIBOR) || The One Factor LIBOR Markov Functional Model

Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert
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Volume:
10.1002/97
Year:
2007
Language:
english
DOI:
10.1002/9781118673348.ch11
File:
PDF, 154 KB
english, 2007
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