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Pricing derivatives in zone model - MaRDI portal

Pricing derivatives in zone model

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Publication:1421691

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DOI10.1023/A:1024177414357zbMath1059.91039MaRDI QIDQ1421691

Takahiko Fujita

Publication date: 3 February 2004

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

zbMATH Keywords

option pricing perturbation method interest rate model C.I.R. model

Mathematics Subject Classification ID

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