Pricing American interest rate claims with humped volatility models
Year of publication: |
1997
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Authors: | Moraleda, J.M. ; Vorst, T.C.F. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 21.1997, 8, p. 1131-1158
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