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scientific article; zbMATH DE number 7052173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7052173 |
Statements
8 May 2019
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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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