Libor model with expiry-wise stochastic volatility and displacement

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Veröffentlicht in:International Journal of Portfolio Analysis and Management
1. Verfasser: Ladkau, Marcel (VerfasserIn)
Weitere Verfasser: Schoenmakers, John (VerfasserIn), Zhang, Jianing (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2013
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