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Pricing American Interest Rate Options Under the Jump-Extended Constant-Elasticity-of-Variance Short Rate Models
Beliaeva, Natalia, Nawalkha, Sanjay K.Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1748185
File:
PDF, 230 KB
english, 2011