Valuation of two-factor interest rate contingent claims using Green's theorem (Q2889587)
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scientific article; zbMATH DE number 6043661
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| English | Valuation of two-factor interest rate contingent claims using Green's theorem |
scientific article; zbMATH DE number 6043661 |
Statements
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (English)
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8 June 2012
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box method
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derivatives
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Green's theorem
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0.7442907691001892
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0.7442907691001892
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0.7270416617393494
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0.7245697379112244
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0.7220526337623596
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