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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Review of derivatives research"
~person:"Clewlow, Les"
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Report / Erasmus Center for Financial Research, Erasmus University
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Review of derivatives research
The journal of fixed income
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ECONIS (ZBW)
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Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
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