ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP...

ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES

Li, Libo, Rutkowski, Marek
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Volume:
24
Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12001
Date:
October, 2014
File:
PDF, 373 KB
english, 2014
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