Markovian Projection for the Local Stochastic Volatility Libor Market Model
2011 ◽
Vol 14
(4)
◽
pp. 37-72
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2010 ◽
Vol 13
(01)
◽
pp. 113-137
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Keyword(s):
2006 ◽
Vol 2
(2)
◽
pp. 199-227
◽