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A universal lattice
Chen, Ren-Raw; Yang, Tyler T. - In: Review of derivatives research 3 (1999) 2, pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
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Interest-only and principal-only mortgage strips as interest-rate contingent claims
Maris, Brian A. - In: The journal of real estate finance and economics 13 (1996) 3, pp. 187-202
Persistent link: https://www.econbiz.de/10001213397