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2000
Lesne, Jean-Philippe, Prigent, J. L
and Scaillet, Olivier
(2000)
Convergence of discrete time option pricing models under stochastic interest rates.
Finance and Stochastics, 4.
Lesne, Jean-Philippe, Prigent, J. L
and Scaillet, Olivier
(2000)
Convergence of discrete time option pricing models under stochastic interest rates.
Finance and Stochastics, 4.