Pricing of multi-period rate of return guarantees. (Q1423346)
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scientific article; zbMATH DE number 2041763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of multi-period rate of return guarantees. |
scientific article; zbMATH DE number 2041763 |
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Pricing of multi-period rate of return guarantees. (English)
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14 February 2004
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Multi-period rate of return guarantees
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Heath-- Jarrow--Morton term
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structure model of interest rates
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