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Path dependent options on yields in the affine term structure model

Published inFinance and stochastics, vol. 2, no. 4, p. 349-367
Publication date1998
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. doi: 10.1007/s007800050045
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Journal ISSN0949-2984
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