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person:"Hull, John"
~isPartOf:"The journal of fixed income"
~person:"David-Pur, Lior"
~person:"Kijima, Masaaki"
~person:"Schön, Thomas"
~person:"Tang, Dragon Yongjun"
~subject:"Collateral"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsderivat"
~subject:"Zinsstruktur"
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The journal of fixed income
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Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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