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PROCEDIA
2010
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A PDE pricing framework for cross-currency interest rate derivatives

15 years 2 months ago
A PDE pricing framework for cross-currency interest rate derivatives
Duy Minh Dang, Christina C. Christara, Kenneth R.
Added 30 Jan 2011
Updated 30 Jan 2011
Type Journal
Year 2010
Where PROCEDIA
Authors Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany
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