"Negative Libor rates in the swap market model."

Mark H. A. Davis, Vicente Mataix-Pastor (2007)

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DOI: 10.1007/S00780-006-0032-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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Mark H. A. Davis, Vicente Mataix-Pastor:
Negative Libor rates in the swap market model. Finance Stochastics 11(2): 181-193 (2007)

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