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.

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Abstract

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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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