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A binomial approximation for two-state Markovian HJM models

✍ Scribed by Massimo Costabile; Ivar Massabó; Emilio Russo

Book ID: 106514083
Publisher: Springer US
Year: 2010
Tongue: English
Weight: 397 KB
Volume: 14
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-010-9053-2

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