Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
| Main Author: | Bouziane, Markus (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
|
| Series: | Lecture Notes in Economics and Mathematical Systems,
607 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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