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Title: Contingent claim valuation with a random evolution of interest rates
Authors: Heath, D.
Jarrow, R.
Morton, A.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Dec-1989
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 899
Abstract: This paper published in "Econometrica" 60(1) (1992)
Appears in Collections:ORIE Technical Reports

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