Modern pricing of interest rate derivatives: The LIBOR Market Model and beyond.

被引：0
|
作者：
Das, SR [1 ]
机构：
[1] Santa Clara Univ, Santa Clara, CA 95053 USA
来源：
JOURNAL OF ECONOMIC LITERATURE | 2004年 / 42卷 / 02期
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中图分类号：
F [经济];
学科分类号：
02 ;
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页码：528 / 529
页数：2
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