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- 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
- 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