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Pricing and hedging interest rate options: Evidence from cap–floor markets

✍ Scribed by Anurag Gupta; Marti G. Subrahmanyam

Book ID: 116614499
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 361 KB
Volume: 29
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2004.05.025

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