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Unspanned stochastic volatility and fixed income derivatives pricing

✍ Scribed by Jaime Casassus; Pierre Collin-Dufresne; Bob Goldstein

Book ID: 118470619
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 301 KB
Volume: 29
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2005.02.007

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