"Short Communication: Caplet Pricing in Affine Models for Alternative ..."

Claudio Fontana (2023)

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DOI: 10.1137/22M1513691

access: closed

type: Journal Article

metadata version: 2023-05-17

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Claudio Fontana:
Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates. SIAM J. Financial Math. 14(1): 1- (2023)

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