Finite maturity caps and floors on continuous flows under the constant elasticity of variance process
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Publication:6586283
DOI10.1016/J.EJOR.2024.01.039MaRDI QIDQ6586283FDOQ6586283
Authors: José Carlos Dias, João P. Nunes, Fernando Correia da Silva
Publication date: 13 August 2024
Published in: European Journal of Operational Research (Search for Journal in Brave)
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