References
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- Henrard, M., The irony in the derivatives discounting part II: The crisis. Wilmott J., 2009, 2, 301–316.
- Morini, M., Solving the puzzle in the interest rate market. SSRN Working Paper, 2009. Available online at: ssrn.com/abstract=1506046.
- Morini, M., Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators, 2011 (Wiley: Chichester).