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Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques

by Carl Chiarella & Nadima El-Hassan
Year of publication:
1997
Authors: Chiarella, Carl ; Hassan, Nadima el
Publisher: [Broadway, NSW]
Subject: Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory
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In German libraries (KVK)
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