Mathew, Stanley S. - Fachbereich Mathematik, Johann Wolfgang Goethe-Universit�t Frankfurt am Main

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Mathew, Stanley S. - Fachbereich Mathematik, Johann Wolfgang Goethe-Universit�t Frankfurt am Main

Multiple stochastic volatility extension of the Libor market model and its implementation
Multicurrency Extension of a Multiple Stochastic Volatility Libor Model