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scientific article; zbMATH DE number 1222806
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scientific article; zbMATH DE number 1222806

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    author
    J. P. Hutton
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    Michael A. H. Dempster
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    publication date
    11 November 1998
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    zbMATH DE Number
    1222806
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    zbMATH Keywords
    cross-currency swaps
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    swaptions
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    Babbs' model
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    correlated driftless Gaussian processes
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    terminable diff swap
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