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Smile-consistent libor market models: Theory, approximations and properties.

Kassberger, Stefan Markus (2005) Smile-consistent libor market models: Theory, approximations and properties. PhD thesis, London School of Economics and Political Science (United Kingdom).

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Abstract

Abstract not available.

Item Type: Thesis (PhD)
Uncontrolled Keywords: Economics, Finance
Sets: Collections > ProQuest Etheses
URI: http://etheses.lse.ac.uk/id/eprint/1910

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