Fair prices under a unified lattice approach for interest rate derivatives (Q2241074): Difference between revisions
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Revision as of 06:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair prices under a unified lattice approach for interest rate derivatives |
scientific article |
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Fair prices under a unified lattice approach for interest rate derivatives (English)
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8 November 2021
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interest rates
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single curve
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multiple curve
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derivative pricing
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fair contracts
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