Pricing cross-currency interest rate swaps under the Levy...

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Review of Derivatives Research 2018 / 10

Pricing cross-currency interest rate swaps under the Levy market model

Wang, Ming-Chieh, Huang, Li-Jhang
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Language:
english
Journal:
Review of Derivatives Research
DOI:
10.1007/s11147-018-9150-1
Date:
October, 2018
File:
PDF, 525 KB
english, 2018
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