| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 673-694 |
| Number of pages | 22 |
| Journal | Mathematical Finance |
| Volume | 16 |
| Issue number | 4 |
| Publication status | Published - 2006 |
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Pricing swaptions and coupon bond options in affine term structure models
- AAJ (Antoon) Pelsser
- , DF Schrager
Research output: Contribution to journal › Article › Academic
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