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Kramin, Marat
Heston, Steven L.
99
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A multi-factor Markovian HJM model for pricing American interest rate derivatives
Kramin, Marat
;
Nandi, Saikat
;
Shulman, Alexander
- In:
Review of Quantitative Finance and Accounting
31
(
2008
)
4
,
pp. 359-378
Persistent link: https://www.econbiz.de/10005673873
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