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"Hybrid equity swap, cap, and floor pricing under stochastic interest by ..."

Justin Lars Kirkby (2023)

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DOI: 10.1016/J.EJOR.2022.05.044

access: closed

type: Journal Article

metadata version: 2023-09-28

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Justin Lars Kirkby:
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. Eur. J. Oper. Res. 305(2): 961-978 (2023)

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