Average interest rate caps (Q1975257)

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Average interest rate caps
scientific article

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    title
    Average interest rate caps (English)
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    author
    Terry H. F. Cheuk
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    Ton Vorst
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    publication date
    4 June 2000
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    zbMATH DE Number
    1428483
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    zbMATH Keywords
    derivatives
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    interest rate caps
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    average rate options
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    Asian options
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    OpenAlex ID
    W1534618029
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