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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~person:"Pirjol, Dan"
~subject:"Derivat"
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Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
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