BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES
Year of publication: |
2008
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---|---|
Authors: | Jamshidian, Farshid |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 18.2008, 3, p. 427-443
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Publisher: |
Wiley Blackwell |
Saved in:
freely available
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