Cite
HARVARD Citation
Lopes, S. et al. (2018). Real-World Scenarios With Negative Interest Rates based on the LIBOR Market Model. Applied mathematical finance. 25 (5), pp. 466-482. [Online].
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Lopes, S. et al. (2018). Real-World Scenarios With Negative Interest Rates based on the LIBOR Market Model. Applied mathematical finance. 25 (5), pp. 466-482. [Online].