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"Pricing Claims Under GARCH-Level Dependent Interest Rate Processes."
Viswanath Cvsa, Peter H. Ritchken (2001)
- Viswanath Cvsa, Peter H. Ritchken:
Pricing Claims Under GARCH-Level Dependent Interest Rate Processes. Manag. Sci. 47(12): 1693-1711 (2001)
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