Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
10.1016/j.physa.2006.07.024
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Main Authors: | Baaquie, B.E., Liang, C. |
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Other Authors: | PHYSICS |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/96449 |
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Institution: | National University of Singapore |
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