✦ LIBER ✦

A tractable LIBOR model with default risk

✍ Scribed by Grbac, Zorana; Papapantoleon, Antonis

Book ID: 118142252
Publisher: Springer-Verlag
Year: 2012
Tongue: English
Weight: 379 KB
Volume: 7
Category: Article
ISSN: 1862-9679
DOI: 10.1007/s11579-012-0090-5

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