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subject:"LIBOR market model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chen, Carl R."
~subject:"Jump risks"
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LIBOR market model
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Chen, Carl R.
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The North American journal of economics and finance : a journal of financial economics studies
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Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
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