Compound and exchange options in the affine term structure model
Year of publication: |
1996
|
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Authors: | Scaillet, Olivier |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 3.1996, 1, p. 75-92
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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