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scientific article; zbMATH DE number 1505639
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scientific article; zbMATH DE number 1505639

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    publication date
    13 September 2000
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    zbMATH DE Number
    1505639
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    zbMATH Keywords
    interest rate
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    options. LIBOR model
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    yield curve
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    swap
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    forward measure
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    author
    Antoon Pelsser
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