Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage‐Free Relations, and Optimal Investments

Fuente: Wiley Open Access
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Bibliographic Details
Main Authors: José Carlos Dias, João Pedro Vidal Nunes, Fernando Correia da Silva
Format: Artículo Open Access
Published: Wiley 2024
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