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~person:"Platen, Eckhard"
~accessRights:"restricted"
~subject:"Long-dated bond pricing"
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Long-dated bond pricing
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7901 05-05-14; 7835/0206
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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