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Risk : managing risk in the world's financial markets
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Cutting edge - Technical papers on quantitative finance and risk management - Interest rates - Black smirks - The author presents a simple stochastic volatility extension of the Black interest rate option pricing model widely used by traders.
Zhou, Fei
- In:
Risk : managing risk in the world's financial markets
16
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2003
)
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pp. 87-92
Persistent link: https://www.econbiz.de/10007032200
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