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~subject:"Free Boundary SABR"
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Extension of SABR Libor Market Model to handle negative interest rates
Xiong, Jie
;
Deng, Geng
;
Wang, Xindong
- In:
Quantitative finance and economics
4
(
2020
)
1
,
pp. 148-171
Persistent link: https://www.econbiz.de/10012176741
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