A Multicurve Cross-Currency LIBOR Market Model

Charity Wamwea, Philip Ngare, Martin L. D. Mbele Bidima. A Multicurve Cross-Currency LIBOR Market Model. J. Applied Mathematics, 2019, 2019. [doi]

Authors

Charity Wamwea

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Philip Ngare

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Martin L. D. Mbele Bidima

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