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subject:"Volatility"
~isPartOf:"Review of derivatives research"
~person:"Huang, Li-Jhang"
~subject:"Zinsderivat"
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Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
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