| 000 | 00537nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aBennett, M.N and Kennedy, J.E | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aComparison of markov functional and market models: one dimensional case | ||
| 246 |
_aJ5781 _f2005 |
||
| 260 | _c2005 | ||
| 300 |
_bV. 13 _cIssue. 2 _a22 - 43 |
||
| 366 | _b2005 | ||
| 366 | _bWinter | ||
| 650 | _aDerivatives | ||
| 653 | _aLIBOR;Stochastic differential equation;Derivatives; | ||
| 942 | _cJA | ||
| 999 |
_c46213 _d46213 |
||