Old and new approaches to LIBOR modeling

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چکیده

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A New Approach to Libor Modeling

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ژورنال

عنوان ژورنال: Statistica Neerlandica

سال: 2010

ISSN: 0039-0402,1467-9574

DOI: 10.1111/j.1467-9574.2010.00458.x