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Compound and exchange options in the affine term structure model

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Published in Applied Mathematical Finance. 1996, vol. 3, no. 1, p. 75-92
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SCAILLET, Olivier. Compound and exchange options in the affine term structure model. In: Applied Mathematical Finance, 1996, vol. 3, n° 1, p. 75-92. doi: 10.1080/13504869600000004 https://archive-ouverte.unige.ch/unige:41807

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Deposited on : 2014-11-14

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