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~subject:"Swap"
~subject:"Theory"
~subject:"Yield curve"
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Variance optimal cap pricing models
Laurent, Jean-Paul
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Scaillet, Olivier
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1999
Persistent link: https://www.econbiz.de/10001355583
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Optimal hedging in continuous time with futures and forward contracts in a stochastic interest rate environment
Pham, Huyên
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1993
Persistent link: https://www.econbiz.de/10000878560
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