Pricing options under stochastic interest rates: a new approach

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Publication:1012319

DOI10.1023/A:1010006525552zbMath1157.91363OpenAlexW2044890552MaRDI QIDQ1012319

Naoto Kunitomo, Yong-Jin Kim

Publication date: 15 April 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010006525552




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