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Chapter title |
Path-Dependent Interest Rate Option Pricing with Jumps and Stochastic Intensities
|
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Chapter number | 69 |
Book title |
Computational Science – ICCS 2019
|
Published by |
Springer, Cham, June 2019
|
DOI | 10.1007/978-3-030-22750-0_69 |
Book ISBNs |
978-3-03-022749-4, 978-3-03-022750-0
|
Authors |
Allan Jonathan da Silva, Jack Baczynski, João Felipe da Silva Bragança |