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A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models

✍ Scribed by Marat V. Kramin; Timur V. Kramin; Stephen D. Young; Venkat G. Dharan


Publisher
Springer US
Year
2005
Tongue
English
Weight
472 KB
Volume
24
Category
Article
ISSN
0924-865X

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