Smile-consistent libor market models : theory, approximations and properties

Smile-consistent libor market models : theory, approximations and properties

Bibliographic Details
Main Author:	Kassberger, Stefan Markus
Published:	London School of Economics and Political Science (University of London) 2005
Subjects:	332.632015118
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.429355

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