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~isPartOf:"The journal of computational finance"
~person:"Lutz, Matthias"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
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