A comparison of single factor Markov-functional and multi factor market models
| Year of publication: |
2010
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|---|---|
| Authors: | Pietersz, Raoul ; Pelsser, Antoon |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 13.2010, 3, p. 245-273
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