A Spectral Algorithm for Pricing Interest Rate Options
| Year of publication: |
1996
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|---|---|
| Authors: | Eydeland, Alexander |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 9.1996, 1, p. 19-36
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