Pricing Barrier Options with One-Factor Interest Rate Models
| Year of publication: |
2003
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|---|---|
| Authors: | Kuan, Grace C.H. ; Webber, Nick |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 10.2003, 4, p. 33-50
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