Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach
| Year of publication: |
2003
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|---|---|
| Authors: | Treepongkaruna, Sirimon ; Gray, Stephen |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 8524713. - Vol. 43.2003, 2, p. 231
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