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~subject:"Yield curve"
~person:"Eddahbi, M'hamed"
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Computation of Greeks in LIBOR models driven by time : inhomogeneous
Lévy
processes
Eberlein, Ernst
;
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 236-260
Persistent link: https://www.econbiz.de/10011704234
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