Analytical Valuation of Barrier Interest Rate Options Under...

Analytical Valuation of Barrier Interest Rate Options Under Market Models

Wu, Ting-Pin, Chen, Son-Nan
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Volume:
17
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/JOD.2009.17.1.021
Date:
August, 2009
File:
PDF, 606 KB
english, 2009
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