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~isPartOf:"International journal of theoretical and applied finance"
~person:"McWalter, Thomas A."
~subject:"Kreditrisiko"
~subject:"Option pricing theory"
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Efficient long-dated swaption volatility approximation in the forward-LIBOR model
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892565
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