Smile-consistent libor market models Theory, approximations and properties.

Kassberger, S. M. (2005). Smile-consistent libor market models Theory, approximations and properties. [Doctoral thesis]. London School of Economics and Political Science.
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Abstract not available.
Item Type Thesis (Doctoral)
Departments LSE
Date Deposited 26 Jan 2026
URI https://researchonline.lse.ac.uk/id/eprint/132913

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