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Pricing interest rate caps and floors under the Pearson-Sun interest rate model
Ghaniyyu, Abubakari Abdul, Ngare, Philip, Mung'atu, JosephVolume:
12
Year:
2018
Language:
english
Journal:
Applied Mathematical Sciences
DOI:
10.12988/ams.2018.8468
File:
PDF, 753 KB
english, 2018