PRICING OF AN INDEX-LINKED SWAPTION
Katja Henjes ()
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Katja Henjes: Freud Lemos Ltd, 36 Great James Street, London WC1N 3HB, UK
International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 591-591
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Date: 2000
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DOI: 10.1142/S021902490000067X
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