Forward-neutral valuation relationships for options on zero coupon bonds (Q2873549): Difference between revisions

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+https://doi.org/10.1080/14697688.2010.507212
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+W2153778339
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@@ Property / cites work @@
+Volatility skews and extensions of the Libor market model
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+Two-dimensional risk-neutral valuation relationships for the pricing of options
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+Changes of numéraire, changes of probability measure and option pricing
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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+An equilibrium characterization of the term structure
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+Publication:2873549