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    Jump to: Advances in Futures and Options Research
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    Advances in Futures and Options Research

    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 Sat Nov 23 05:39:21 2024 GMT.