Wavelet based PDE valuation of swaps and swaptions

Wavelet based PDE valuation of swaps and swaptions

Bibliographic Details
Main Author:	Eswaran, Akilesh
Published:	University of Cambridge 2002
Subjects:	658
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.620182

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