Pricing interest rate derivatives under different interest rate modeling: a critical and empirical comparison
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2010-04-01
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| Series: | Investment Management & Financial Innovations |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3247/imfi_en_2010_02_DeSimone.pdf |