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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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An efficient lattice algorithm for the LIBOR market model
Xiao, Tim
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
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pp. 25-40
Persistent link: https://www.econbiz.de/10009316814
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A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
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pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
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AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL
Xiao, Tim
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10009329175
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