A multicurrency extension of the lognormal interest rate market models
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Publication:1849789
DOI10.1007/s007800100054zbMath1002.91018OpenAlexW3123236830MaRDI QIDQ1849789
Publication date: 1 December 2002
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/3451
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