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Convergence of discrete time option pricing models under stochastic interest rates

✍ Scribed by J.-P. Lesne; J.-L. Prigent; O. Scaillet

Publisher: Springer-Verlag
Year: 2000
Tongue: English
Weight: 90 KB
Volume: 4
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s007800050004

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