Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates
Year of publication: |
1998
|
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Authors: | Lesne, Jean-Philippe ; Prigent, Jean-Luc ; Scaillet, Olivier |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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