Pricing and hedging volatility smile under multifactor interest rate models
| Year of publication: |
2011
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|---|---|
| Authors: | Kuo, I.-Doun |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 36.2011, 1, p. 83-105
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