Analyzing short-rate models for efficient bond option pricing: a review
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Publication:6620762
DOI10.1007/S43069-024-00351-7MaRDI QIDQ6620762
Indu Rani, Chandan Kumar Verma
Publication date: 17 October 2024
Published in: SN Operations Research Forum (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20)
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