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On perpetual American strangles
Moraux, Franck - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
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Analytical pricing of European bond options within one-factor quadratic term structure models
Leblon, Grégoire; Moraux, Franck - In: The journal of derivatives : the official publication … 24 (2017) 3, pp. 29-41
Persistent link: https://www.econbiz.de/10011687340