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"Analytical Formulas Using Affine Transformation for Pricing Generalized ..."
Ampol Duangpan et al. (2022)
- Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat:
Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields. Symmetry 14(11): 2385 (2022)
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