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A generalization of reset options pricing formulae with stochastic interest rates

✍ Scribed by Shu Jin Li; Sheng Hong Li; Chao Sun

Book ID: 113877746
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 249 KB
Volume: 21
Category: Article
ISSN: 0275-5319
DOI: 10.1016/j.ribaf.2005.12.004

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