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B. Chen (Bin)

2012-09-25

Interest rate derivative pricing with stochastic volatility

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THEME Life Sciences (theme 5), Energy (theme 4)
Promotor C.W. Oosterlee (Kees)
Degree Grantor Technische Universiteit Delft
ISBN 978-94-6203-052-7
Organisation Scientific Computing
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Chen, B. (2012, September 25). Interest rate derivative pricing with stochastic volatility.
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