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On the valuation of interest rate products under multi-factor HJM term-structures

✍ Scribed by Michael D. Marcozzi

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 457 KB
Volume: 59
Category: Article
ISSN: 0168-9274
DOI: 10.1016/j.apnum.2009.04.011

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