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~isPartOf:"International journal of theoretical and applied finance"
~person:"Björk, Tomas"
~person:"Epstein, D."
~person:"Herwartz, Helmut"
~person:"Miltersen, Kristian R."
~person:"Sandmann, Klaus"
~subject:"Portfolio selection"
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A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
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