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Bond option pricing kernels
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Bond option pricing kernels

Xiaoquan Liu

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Title from PDF title page (viewed on 24 Feb., 2010).
ESRC end of award report no.: RES-000-22-1951.

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Bond option pricing kernels by Xiaoquan Liu. Published by Economic & Social Research Council in 2007. Publication and catalogue information, links to buy online and reader comments.

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