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An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

✍ Scribed by Wolfgang Bühler; Marliese Uhrig-Homburg; Ulrich Walter; Thomas Weber

Book ID
108502834
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
215 KB
Volume
54
Category
Article
ISSN
0022-1082

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