"Path dependent options on yields in the affine term structure model."

Boris Leblanc, Olivier Scaillet (1998)

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DOI: 10.1007/S007800050045

access: closed

type: Journal Article

metadata version: 2020-07-22

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Boris Leblanc, Olivier Scaillet:
Path dependent options on yields in the affine term structure model. Finance Stochastics 2(4): 349-367 (1998)

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