Options on normal underlyings with an application to the pricing of survivor swaptions
| Year of publication: |
2009
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|---|---|
| Authors: | Dawson, Paul ; Dowd, Kevin ; Cairns, Andrew J.G. ; Blake, David |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 8, p. 757-774
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