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Stochastic Volatility Corrections for Interest Rate Derivatives

✍ Scribed by Peter Cotton; Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar

Book ID: 110757024
Publisher: John Wiley and Sons
Year: 2004
Tongue: English
Weight: 241 KB
Volume: 14
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.0960-1627.2004.00188.x

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