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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~person:"Bojarčenko, Svetlana I."
~subject:"Swap"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
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Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
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