On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270): Difference between revisions

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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A Theory of the Term Structure of Interest Rates
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+The Pricing of Options and Corporate Liabilities
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+Option pricing: A simplified approach
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+Q2768497
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+Calibrating the Black-Derman-Toy model: some theoretical results
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