Pricing CIR Yield Options by Conditional Moment Matching

Asia-Pacific Financial Markets 2017 / 3 Vol. 24; Iss. 1

Pricing CIR Yield Options by Conditional Moment Matching

Prayoga, Adrian, Privault, Nicolas
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Volume:
24
Language:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-017-9222-5
Date:
March, 2017
File:
PDF, 833 KB
english, 2017
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