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A simple binomial no-arbitrage model of the term structure : with applications to the valuation of interest-sensitive options and interest-rate swaps
O'Brien, Thomas J.
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1991
Persistent link: https://www.econbiz.de/10000890052
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How option replicating portfolio insurance works : expanded details
O'Brien, Thomas J.
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1988
Persistent link: https://www.econbiz.de/10013383793
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