Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems) Book PDF, ePub eBook

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Book Descriptions:

This book presents the development of a consistent unified model framework for the evaluation of bond options.

Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems) by Detlef Repplinger

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