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- Document type:
- Masterarbeit
- Author(s):
- Melnikova, Ksenia
- Title:
- Calibration oft the affine LIBOR model
- Supervisor:
- Prof. Dr. Kathrin Glau
- Advisor:
- Prof. Dr. Muhle Karbe
- Year:
- 2015
- University:
- Technische Universität München
- Commencing Date:
- 15.07.2015
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