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  A tractable LIBOR model with default risk
 
 
Title: A tractable LIBOR model with default risk
Author: Grbac, Zorana
Papapantoleon, Antonis
Appeared in: Mathematics and financial economics
Paging: Volume 7 (2012) nr. 2 pages 203-227
Year: 2012
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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