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Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
KRISTIAN R. MILTERSEN, KLAUS SANDMANN, DIETER SONDERMANNVolume:
52
Année:
1997
Langue:
english
Pages:
22
DOI:
10.1111/j.1540-6261.1997.tb03823.x
Fichier:
PDF, 1.06 MB
english, 1997