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The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Calibration Algorithms to Caps and Floors
Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, RobertVolume:
10.1002/97
Year:
2007
DOI:
10.1002/9781118673348.ch7
File:
PDF, 179 KB
2007