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Title: Zvi Wiener - PowerPoint PPT Presentation
Description: Ho-Lee term-structure model ... A plausible stochastic process for the short-term rate is often considered to be ... The value of an Asian option on the short rate. ... – PowerPoint PPT presentation
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PPT URL: https://pluto.huji.ac.il/~mswiener/teaching/FRM02S/FRMJorion4QA4MonteCarlo.ppt
