Price of coupon bond options in a quantum field theory of...

Price of coupon bond options in a quantum field theory of forward interest rates

Belal E. Baaquie
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Volume:
370
Year:
2006
Language:
english
Pages:
6
DOI:
10.1016/j.physa.2006.04.021
File:
PDF, 201 KB
english, 2006
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