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1
by Brigo, Damiano, Mercurio, Fabio
Published 2001
Springer Berlin Heidelberg
“... - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free...”
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2
by Brigo, Damiano, Mercurio, Fabio
Published 2006
Springer Berlin Heidelberg
“... for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated...”