Clewlow L. Pricing interest rate exotics using term structure consistent short rate trees / L. Clewlow, K. Pang, C. Strickland, 1997. - 26 p. - Текст : непосредственный.
Clewlow L. Efficient pricing if caps and swaptions in a multi-factor Gaussian interest rate model / L.Clewlow,K.Pang,C.Strickland, 1997. - 18 p. - Текст : непосредственный.