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Free accessOther version: http://link.springer.com/article/10.1007%2Fs007800050045#page-1
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unige:41793 
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Path dependent options on yields in the affine term structure model |
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| Published in | Finance and stochastics. 1998, vol. 2, no. 4, p. 349-367 | |
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Article (Published version) (153 Kb) - Free access Other version: http://link.springer.com/article/10.1007%2Fs007800050045#page-1 |
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| Structures | ||
| Citation (ISO format) | LEBLANC, Boris, SCAILLET, Olivier. Path dependent options on yields in the affine term structure model. In: Finance and stochastics, 1998, vol. 2, n° 4, p. 349-367. https://archive-ouverte.unige.ch/unige:41793 |
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