Bond, futures and option evaluation in the quadratic interest rate model

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Publication:4541527

DOI10.1080/13504869600000005zbMath1097.91525OpenAlexW2023656244MaRDI QIDQ4541527

Farshid Jamshidian

Publication date: 1996

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869600000005



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