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Pricing for options in a Hull-White-Vasicek volatility and interest rate model
Home
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Pricing for options in a Hull-White-Vasicek volatility and interest rate model
Pricing for options in a Hull-White-Vasicek volatility and interest rate model
ED
Eric Djeutcha
Eric Djeutcha
LF
Louis Aime Fono
Louis Aime Fono
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1 January 2021
journal article
Published by
Hikari, Ltd.
Vol. 15
(8)
,
377-384
https://doi.org/10.12988/ams.2021.914516
Abstract
No abstract available
Cited by 3 articles