Zagst, Rudi, $Lehrstuhl f{\"u}r Finanzmathematik Technische Universit\"{a}t M\"{u}nchen Parkring 11, 85748 Garching b. M\"{u}nchen, GERMANY, Germany
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Vol 11, No 1 (2012) - Articles
LEVY-BASED HEATH-JARROW-MORTON INTEREST RATE DERIVATIVES: CHANGE OF TIME METHOD AND PIDES
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ISSN: 1311-2872