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Discrete-time valuation of American options with stochastic interest rates.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 1, doi. 10.1093/rfs/8.1.193
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- Article
Inferring future volatility from the information in implied volatility in Eurodollar options: a new approach.
- Published in:
- Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.333
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- Publication type:
- Article