Interest rate option pricing with volatility humps (Q375489)

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Interest rate option pricing with volatility humps
scientific article

    Statements

    title
    Interest rate option pricing with volatility humps (English)
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    author
    Iyuan Chuang
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    Peter H. Ritchken
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    publication date
    30 October 2013
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    zbMATH Keywords
    interest rate claims
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    volatility humps
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    Identifiers

    zbMATH DE Number
    6221291
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