Notes and Comments:An approximation of caplet implied...

Notes and Comments:An approximation of caplet implied volatilities in Gaussian models

Flavio Angelini, Stefano Herzel
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Volume:
28
Language:
english
Pages:
15
DOI:
10.1007/s10203-005-0056-7
Date:
February, 2006
File:
PDF, 235 KB
english, 2006
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