Pricing and Hedging American Fixed-Income Derivatives with Implied Volatility Structures in the Two-Factor Heath-Jarrow-Morton Model
| Year of publication: |
2002
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|---|---|
| Authors: | Man Zeto, Samuel Yau |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 9, p. 839-876
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