Interest Rate Models An Introduction
By Andrew J. G. Cairns. 2010
105 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/20bc7278e73599c0b13ac5bdc950dc23e1036046
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Citations in the corpus
- Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance (2010, background): “8 in Cairns (2004), and equivalently the following condition would hold”