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Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks
Lin, Shih-Kuei, Wang, Shin-Yun, Chen, Carl R., Xu, Lian-WenVolume:
42
Langue:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2017.07.018
Date:
November, 2017
Fichier:
PDF, 684 KB
english, 2017