A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest rates
10.1142/S0219024905003347
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Main Author: | Baaquie, B.E. |
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Other Authors: | PHYSICS |
Format: | Review |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/98996 |
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Institution: | National University of Singapore |
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