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Volumn 3, Issue 3, 1996, Pages 237-267

Valuation and hedging of contingent claims in the HJM model with deterministic volatilities

Author keywords

bond option; interest rate derivatives; term structure of interest rates

Indexed keywords


EID: 52549116203     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504869600000012     Document Type: Article
Times cited : (5)

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