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Damiano Brigo
Information about the author Damiano Brigo will soon be added to the site.
Found
2 papers
in total
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Parameterizing correlations: a geometric interpretation
2007
In this paper, we present a new interpretation of the parameterization of a...
The LIBOR model dynamics: Approximations, calibration and diagnostics
2005
In this paper we consider several parametric assumptions for the instantaneous...
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