"Fair prices under a unified lattice approach for interest rate derivatives."

Giacomo Morelli (2021)

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DOI: 10.1007/S10479-019-03209-Y

access: closed

type: Journal Article

metadata version: 2025-01-19

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Giacomo Morelli:
Fair prices under a unified lattice approach for interest rate derivatives. Ann. Oper. Res. 299(1): 429-441 (2021)

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