Bridging Brownian LIBOR

Raoul Pietersz, Antoon Pelsser, Marcel van Regenmortel

Research output: Contribution to journalArticleAcademicpeer-review

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Original languageEnglish
Pages (from-to)98-103
JournalWILMOTT Magazine
Volume18
Publication statusPublished - 2005
Externally publishedYes

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