Price of coupon bond options in a quantum field theory of forward interest rates

10.1016/j.physa.2006.04.021

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Bibliographic Details
Main Author: Baaquie, B.E.
Other Authors: PHYSICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/97605
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Institution: National University of Singapore