Pricing cross-currency interest rate swaps under the Lévy market model (Q2423932)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing cross-currency interest rate swaps under the Lévy market model |
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Pricing cross-currency interest rate swaps under the Lévy market model (English)
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21 June 2019
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interest rate swap
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Lévy market
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cross-currency
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arbitrage-free pricing model
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