Valuation of caps and swaptions under a stochastic string model

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Publication:2141896

DOI10.1016/j.physa.2020.125103OpenAlexW3126078288MaRDI QIDQ2141896

Yanyan Li

Publication date: 25 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125103




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