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~person:"Cook, Steven"
~person:"Joshi, Mark S."
~subject:"Derivat"
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International journal of theoretical and applied finance
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Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
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