The arbitrage-free pricing of options on interest-sensitive instruments

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Bibliographische Detailangaben
Veröffentlicht in:Advances in futures and options research
1. Verfasser: Bookstaber, Richard M. (VerfasserIn)
Weitere Verfasser: Jacob, David P. (BerichterstatterIn), Langsam, Joseph A. (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 1986
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