ZEZHOU JIN. Valuation of Interest Rate Swaps Under a Discrete-Time No-Arbitrage Framework: Theory, Derivations,and Numerical Applications. International Journal of Sustainable Business and Social Science, [S. l.], v. 1, n. 2, 2026. Disponível em: https://mcglobaledu.com/journal/ijsbss/article/view/26. Acesso em: 15 jun. 2026.