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Article
Title:
Multifactor Valuation of Floating Range Notes
Author:
João Pedro Vidal Nunes
(
CEMAF - ISCTE, IUL
,
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Mathematical Finance
Year:
2004
Volume:
14
Pages:
79-97
JEL code:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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