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Brigo, Damiano and Mercurio, Fabio
Interest rate models - theory and practice : with smile, inflation and credit
Springer
2006
BRI d2 2006:1 2.Ex
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Schoenmakers, John
Robust Libor Modelling and Pricing of Derivative Products
Taylor & Francis
2005
SchOE j 2005:1 2.Ex
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