Moodliyar, L., & Taylor, D. (2016). Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa. Division of Actuarial Science.
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Chicago Style (17th ed.) Citation
Moodliyar, Leenesh, and David Taylor. Calibrating the LIBOR Market Model to Swaptions with an Extension for Illiquidity in South Africa. Division of Actuarial Science, 2016.
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MLA (9th ed.) Citation
Moodliyar, Leenesh, and David Taylor. Calibrating the LIBOR Market Model to Swaptions with an Extension for Illiquidity in South Africa. Division of Actuarial Science, 2016.
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Warning: These citations may not always be 100% accurate.