PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS
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Publication:3643590
DOI10.1142/S0219024909005415zbMath1175.91183MaRDI QIDQ3643590
Publication date: 9 November 2009
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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