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Arbitrage-free pricing of quanto-swaptions

  • AAJ (Antoon) Pelsser
  • , P Hunt

Research output: Contribution to journal › Article › Academic › peer-review

Original languageUndefined/Unknown
Pages (from-to)25-33
Number of pages9
JournalJournal of Financial Engineering
Volume7
Issue number1
Publication statusPublished - 1998

Research programs

  • EUR ESE 08

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