寻文献Gary Gorton/Richard Rosen:Banks and derivatives
Stephen Figlewski:Derivative Risks, old and new
Moraleda,Juan.M/Vorst,:Pricing American interest rate claims with humper volatility
Jong,F.de/Driessen,J/Pelsser,A:Libor and swap market models for the pricing of interest rate derivatives:an empirical analysis
Yacine Ait-Sahalia:Nonparametric pricing of interest rate derivative securities
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