A multi-factor Markovian HJM model for pricing American interest rate derivatives
| Year of publication: |
2008
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|---|---|
| Authors: | Kramin, Marat V. ; Nandi, Saikat ; Shulman, Alexander L. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 31.2008, 4, p. 359-378
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