Pricing caps and floors with the extended CIR model
| Year of publication: |
2008
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|---|---|
| Authors: | Mannolini, Antonio ; Mari, Carlo ; Renò, Roberto |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 13.2008, 4, p. 386
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