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scientific article; zbMATH DE number 7052173
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scientific article; zbMATH DE number 7052173

    Statements

    author
    Chih-Chen Hsu
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    Ting-Pin Wu
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    publication date
    8 May 2019
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    zbMATH Keywords
    closed-form
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    Asian-style interest rate swaps
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    HJM model
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    path-dependent
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    LIBOR rate
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    Identifiers

    zbMATH DE Number
    7052173
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