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~isPartOf:"Journal of risk"
~language:"eng"
~language:"fra"
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Journal of risk
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Monte Carlo market Greeks in the displaced diffusion Libor market model
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10009422363
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