A flexible matrix Libor model with smiles
Year of publication: |
2013
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Authors: | Da Fonseca, José ; Gnoatto, Alessandro ; Grasselli, Martino |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 37.2013, 4, p. 774-793
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