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Strategic Committee and Editorial Board [extrait BMI ]
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Extrait de la revue BMI
BMI-1113130
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Sommaire
- Libor Market Model in Premia* BERMUDAN PRICER, STOCHASTIC VOLATILITY AND MALLIAVIN CALCULUS
- Disclosure, Derecognition and Consolidationof Securitizations*
- PRICING PARISIAN OPTIONS USING LAPLACE TRANSFORMS
- Calibration of the LIBOR market model - implementation in PREMIA*
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