Pricing Path-Dependent Interest Rate Contingent Claims Using a Lattice
| Year of publication: |
1997
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|---|---|
| Authors: | Dharan, Venkat G. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 6.1997, 4, p. 40-49
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