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发帖数: 87 | 1 Arbitrage Free Pricing of Quanto Swaptions
Phil J. Hunt ,Antoon Pelsser
The Journal of Financial Engineering, Vol. 7, No. 1, March 1998
Mathematical foundation of convexity correction
Quantitative Finance, 3(1): 59--65, 2003.
Authors: A. Pelsser
my email, f********[email protected]
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