The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Simplified BGM and HJM Models
- 作者Gatarek, Dariusz; Bachert, Przemyslaw; Maksymiuk, Robert
- 文件大小73.98KB
- 发表时间2007
- DOI10.1002/9781118673348.ch6
- 页码55-62
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