Implementation and performance of various stochastic models for interest rate derivatives
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Publication:2722296
DOI10.1002/asmb.432zbMath0967.91019OpenAlexW2056223632MaRDI QIDQ2722296
Roberto Silvotti, Francesco Rapisarda
Publication date: 11 July 2001
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.432
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