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"Multiple stochastic volatility extension of the Libor market model and its ..."
Denis Belomestny, Stanley Mathew, John Schoenmakers (2009)
- Denis Belomestny
, Stanley Mathew, John Schoenmakers:
Multiple stochastic volatility extension of the Libor market model and its implementation. Monte Carlo Methods Appl. 15(4): 285-310 (2009)
![](https://dblp.uni-trier.de./img/cog.dark.24x24.png)
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