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Presentation: Proxy Simulation Scheme Method

Fries, Christian P.: Proxy Simulation Scheme Method. 2006.

Presented at the 3rd WBS Fixed Income Conference, Amsterdam, 21-22 September 2006. A part has been presented at the 2005 Quantitative Methods in Finance, Sydney.

See also the associated papers.


Comments and suggestions welcomed at email@christian-fries.de.