"A multicurrency extension of the lognormal interest rate Market Models."

Erik Schlögl (2002)

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DOI: 10.1007/S007800100054

access: closed

type: Journal Article

metadata version: 2020-07-22

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Erik Schlögl:
A multicurrency extension of the lognormal interest rate Market Models. Finance Stochastics 6(2): 173-196 (2002)

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