"Option pricing under the Merton model of the short rate."

James J. Kung, Lung-Sheng Lee (2009)

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DOI: 10.1016/J.MATCOM.2009.07.006

access: closed

type: Journal Article

metadata version: 2020-03-04

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James J. Kung, Lung-Sheng Lee:
Option pricing under the Merton model of the short rate. Math. Comput. Simul. 80(2): 378-386 (2009)

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