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1
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives
Argitaratua 2009Liburua -
2
Modern pricing of interest-rate derivatives the LIBOR market model and beyond
Argitaratua 2002Liburua -
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9
Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts
Argitaratua 1987Liburua -
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