CMS Spread Options and Similar Options in Multi-Factor HJM...

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CMS Spread Options and Similar Options in Multi-Factor HJM Framework

Hanton, Pierre, Henrard, Marc P. A.
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Year:
2010
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1604389
File:
PDF, 293 KB
2010
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