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EXPANSION FORMULAS FOR BIVARIATE PAYOFFS WITH APPLICATION TO BEST-OF OPTIONS ON EQUITY AND INFLATION
GOBET, EMMANUEL, HOK, JULIENVolume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024914500101
Date:
March, 2014
File:
PDF, 488 KB
english, 2014