The LIBOR model dynamics: Approximations, calibration and diagnostics
Year of publication: |
2005
|
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Authors: | Brigo, Damiano ; Mercurio, Fabio ; Morini, Massimo |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 163.2005, 1, p. 30-51
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Publisher: |
Elsevier |
Saved in:
Online Resource
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