ONE FQR ALL - In term structure modelling, the devil is in the detail; taking a generalised approach can lead to a framework which naturally includes foreign exchange.
Year of publication: |
1997
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Authors: | Rogers, Chris |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 3, p. 57-59
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