Journal of futures markets. 2009;29(8):757-774. doi: 10.1002/fut.20378 Q22.32025
Options on normal underlyings with an application to the pricing of survivor swaptions
DOI: 10.1002/fut.20378
摘要
Journal of futures markets. 2009;29(8):757-774. doi: 10.1002/fut.20378 Q22.32025
DOI: 10.1002/fut.20378
摘要