Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)

The Korean Operations Research and Management Science Society (한국경영과학회)
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The Valuation of Range Notes under Affine Term Structure Models

  • Jang, Bong-Gyu (Department of Industrial and Management Engineering, POSTECH) ;
  • Yoon, Ji-Hee (Department of Mathematical Science, KAIST)
  • Published : 2008.10.31
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