Borrowing cost reduction by interest rate swaps -- an option pricing analysis.
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Publication:1420460
DOI10.1016/S0377-2217(02)00797-XzbMath1099.91521MaRDI QIDQ1420460
Leong-Kwan Li, Wing-Tong Yu, Wan-Kai Pang
Publication date: 2 February 2004
Published in: European Journal of Operational Research (Search for Journal in Brave)
Management decision making, including multiple objectives (90B50) Derivative securities (option pricing, hedging, etc.) (91G20)
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