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~isPartOf:"The journal of computational finance"
~person:"Brotherton-Ratcliffe, Rupert"
~type_genre:"Aufsatz in Zeitschrift"
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Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
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