Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Year of publication: |
2011
|
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Authors: | Guo, Jia-hau |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 4, p. 340-370
|
Subject: | Optionspreistheorie | Option pricing theory | Swap | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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