Working Paper 90 29 A Simple Approach To Interest Rate Option Pricing
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Working Paper 90-29. A Simple Approach to Interest Rate Option Pricing
| Author | : Queen's University. School of Business. Research Program |
| Publisher | : |
| Total Pages | : |
| Release | : 1990 |
| Genre | : |
| ISBN | : |
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Many authors have derived closed-form formulas for European options on discount bonds within a one-factor interest rate framework. The only known formula for Eu
