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  1. Belomestrny, Denis [Author]; Schoenmakers, John G.M. [Author]

    A jump-diffusion Libor model and tits robust calibration - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2006

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1113, ISSN 0946-8633