Analytic valuation formulas for range notes and an affine term structure model with jump risks
| Year of publication: |
2010
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|---|---|
| Authors: | Jang, Bong-Gyu ; Yoon, Ji Hee |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 9, p. 2132-2146
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