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~isPartOf:"Applied quantitative finance series"
~subject:"Monte-Carlo-Simulation"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian
;
Wigger, Gérald
;
Larkin, Peter
-
2015
Persistent link: https://www.econbiz.de/10011374239
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