Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations

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Veröffentlicht in:	SIAM journal on financial mathematics 2018-01, Vol.9 (2), p.634-664
Hauptverfasser:	Chazal, M., Loeffen, R., Patie, P.
Format:	Artikel
Sprache:	eng
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title	Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations
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