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The Valuation of American-style Swaptions in a Two-factor Spot Futures Model
Peterson, Sandra, Stapleton, Richard C., Subrahmanyam, Marti G.Year:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.199899
File:
PDF, 340 KB
english, 2000