CLA’s, PLA’s and a new method for pricing general passport...

Quantitative Finance 2014 / 07 Vol. 14; Iss. 7

CLA’s, PLA’s and a new method for pricing general passport options

Buchen, Peter, Malloch, Hamish
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2014.882011
Date:
July, 2014
File:
PDF, 241 KB
english, 2014
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