Pricing derivatives with barriers in a stochastic interest rate environment
| Autor: | Bernard, Carole, Le Courtois, Olivier, Quittard-Pinon, François |
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| Zdroj: | In Journal of Economic Dynamics and Control 2008 32(9):2903-2938 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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