Numerical solution of jump-diffusion LIBOR market models
| Year of publication: |
2003
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|---|---|
| Authors: | Glasserman, Paul ; Merener, Nicolas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 1, p. 1-28
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