Pricing of range accrual swap in the quantum finance Libor Market Model

10.1016/j.physa.2014.01.042

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Bibliographic Details
Main Authors: Baaquie, B.E., Du, X., Tang, P., Cao, Y.
Other Authors: PHYSICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/97607
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Institution: National University of Singapore
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Summary:10.1016/j.physa.2014.01.042