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The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications

✍ Scribed by J.-P. Chateau; D. Dufresne

Book ID: 117714899
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 286 KB
Volume: 11
Category: Article
ISSN: 1057-5219
DOI: 10.1016/s1057-5219(02)00073-x

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