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~person:"Pietersz, Raoul"
~subject:"Simulation"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Risk-management Bermudan swaptions in a LIBOR model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 51-62
Persistent link: https://www.econbiz.de/10002007139
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