A Libor market model including credit risk under the real-world measure
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Published:2020
Issue:
Volume:
Page:
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ISSN:1460-1559
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Container-title:The Journal of Computational Finance
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language:
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Short-container-title:JCF
Author:
Dutra Lopes Sara,V´azquez Carlos
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance