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A binomial approximation for two-state Markovian HJM models
Massimo Costabile, Ivar Massabó, Emilio RussoVolume:
14
Language:
english
Pages:
29
DOI:
10.1007/s11147-010-9053-2
Date:
April, 2011
File:
PDF, 397 KB
english, 2011