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by purplebatgirl
November 22nd, 2010, 6:25 pm
Forum: Book And Research Paper Forum
Topic: Amblard and Lebuchoux CMS options article
Replies: 0
Views: 26800

Amblard and Lebuchoux CMS options article

Hi -does anyone know where I can find this article?G. Amblard and J. Lebuchoux "The Relationship between CMS options and the Smile", RISK Magazine, Sep. 2000thanks a lot
by purplebatgirl
November 22nd, 2010, 2:54 pm
Forum: Technical Forum
Topic: Replication of CMS Caplets
Replies: 17
Views: 204651

Replication of CMS Caplets

Hi -where can I find this article?G. Amblard and J. Lebuchoux "The Relationship between CMS options and the Smile", RISK Magazine, Sep. 2000thanks a lot