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Pricing credit swaptions under affine term structure models /

Includes bibliographical references (p. 32-34).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/492634074
Date January 2009
CreatorsYuen, Chi Hung.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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