Pricing American interest rate claims with humped volatility models
Year of publication: |
1997
|
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Authors: | Moraleda, Juan M. ; Vorst, Ton C. F. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 21.1997, 8, p. 1131-1157
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Publisher: |
Elsevier |
Saved in:
Online Resource
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