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Interest Rate Option Pricing With Poisson-Gaussian Forward Rate Curve Processes

✍ Scribed by Hiroshi Shirakawa

Book ID: 111042933
Publisher: John Wiley and Sons
Year: 1991
Tongue: English
Weight: 658 KB
Volume: 1
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.1991.tb00020.x

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