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Type	Other Publication
Scope	Discipline-based scholarship
Title	Consistent Pricing of Real Rate Swaptions and Limited Price Indexation (LPI) Swaps in the Jarrow-Yildirim Model
Organization Unit	Quantitative Finance (Erich Walter Farkas)
Authors	Robert Huitema Erich Walter Farkas William Vettorato
Language	English
How Published
Date	2011
Export	BibTeX