BIROn - Birkbeck Institutional Research Online
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    G

    Geman, Hélyette and El Karoui, N. (1994) A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps. Advances in Futures and Options Research 7 ,

    This list was generated on Thu Apr 25 04:56:29 2024 BST.