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subject:"Yield curve"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Mercurio, Fabio"
~person:"Upper, Christian"
~subject:"Zinsderivat"
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Mercurio, Fabio
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International journal of theoretical and applied finance
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Modern LIBOR market models : using different curves for projecting rates and for discounting
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10008860420
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