Publication:4496110
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zbMath0979.91034MaRDI QIDQ4496110
Publication date: 4 March 2001
exchange rate dynamics; term structures; cross-currency; diff swaps; extended Vasieck model; switch LIBOR
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zbMath0979.91034MaRDI QIDQ4496110
Publication date: 4 March 2001
exchange rate dynamics; term structures; cross-currency; diff swaps; extended Vasieck model; switch LIBOR
Related Items