Libor model with expiry-wise stochastic volatility and displacement

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چکیده

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Libor model with expiry-wise stochastic volatility and displacement

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ژورنال

عنوان ژورنال: International Journal of Portfolio Analysis and Management

سال: 2013

ISSN: 2048-2361,2048-237X

DOI: 10.1504/ijpam.2013.054401