Lognormal random field approximations to LIBOR market models:
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Bibliographic Details
Main Authors: Kurbanmuradov, Orazgeldy (Author), Sabel'fel'd, Karl K. 1953- (Author), Schoenmakers, John (Author)
Format: Book
Language:German
Published: Berlin WIAS 1999
Series:Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 481
Physical Description:16 S. graph. Darst.