Volatility skews and extensions of the Libor market model (Q4541584)
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scientific article; zbMATH DE number 1771977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility skews and extensions of the Libor market model |
scientific article; zbMATH DE number 1771977 |
Statements
Volatility skews and extensions of the Libor market model (English)
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5 September 2002
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