Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685)
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scientific article; zbMATH DE number 6933345
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| English | Eurodollar futures pricing in log-normal interest rate models in discrete time |
scientific article; zbMATH DE number 6933345 |
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Eurodollar futures pricing in log-normal interest rate models in discrete time (English)
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6 September 2018
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interest rate models
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Eurodollar futures
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Libor market model
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0.94092166
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0.86803263
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0.86791265
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0.8628799
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0.8532628
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0.8460575
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0.8432482
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