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Analytical pricing of european bond options within one-factor quadratic term structure models

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halshs-00831035 , version 1 (06-06-2013)

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  • HAL Id : halshs-00831035 , version 1

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Grégoire Leblon, Franck Moraux. Analytical pricing of european bond options within one-factor quadratic term structure models. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France. ⟨halshs-00831035⟩
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