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A new parameterization for the drift-free simulation in the Libor Market Model

✍ Scribed by Fernández, José L.; Nogueiras, María R.; Pou, Marta; Vázquez, Carlos

Book ID
121539587
Publisher
Springer Milan
Year
2014
Tongue
English
Weight
368 KB
Volume
109
Category
Article
ISSN
1578-7303

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