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~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Zinsderivat"
~type:"book"
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The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
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Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
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1997
Persistent link: https://www.econbiz.de/10000992592
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