A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
| Year of publication: |
1997
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| Authors: | Sandmann, Klaus ; Sondermann, Dieter |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 7.1997, 2, p. 119-126
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