A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
| Year of publication: |
2003
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|---|---|
| Authors: | Peterson, Sandra ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 38.2003, 4, p. 847-880
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