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11. Consider pricing a LIBOR corridor under the market model f. a. (4) The LIBOR corridor consists of a series of cash flow, Tjcj, at
11. Consider pricing a LIBOR corridor under the market model f. a. (4) The LIBOR corridor consists of a series of cash flow, Tjcj, at time Tj+1, j=0,1,,N1, with 1 cjK1,fj(Tj),K2,iffj(Tj)Step by Step Solution
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Recent Advances And Applications In Alternative Investments
Authors: Constantin Zopounidis, Dimitris Kenourgios ,George Dotsis
1st Edition
1799824365,179982439X
