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American Bond Option Pricing in One-Factor Dynamic Term Structure Models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalReview of Derivatives Research
Volume1
Issue3
Pages (from-to)245-267
ISSN1380-6645
Publication statusPublished - 1996

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ID: 32348653