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LIBOR : Don't Fallback, Step F...
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A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
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Bond futures and their options : more than the cheapest-to-deliver, quality options and margining
Henrard, Marc
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 62-75
Persistent link: https://www.econbiz.de/10003400089
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Interest rate modelling in the multi-curve framework : foundations, evolution and implementation
Henrard, Marc
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2014
Persistent link: https://www.econbiz.de/10011699699
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