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Reference/Originators/Alan Brace, Dariusz Gatarek, and Marek Musiela

Alan Brace, Dariusz Gatarek, and Marek Musiela

Methods attributed to this originator across the library, derived from each method’s recorded source.

1 method
1 field
1997 publication span
Quantitative Finance1 method
Libor Market Model1997
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