Pricing Swaptions Within an Affine Framework
Year of publication: |
2002
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Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 10.2002, 1, p. 9-26
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