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Dias, J. C., Nunes, J. & Silva, F. (2024). Novel Analytic Representations for Caps, Floors and Collars on Continuous Flows, Arbitrage-Free Relations and Optimal Investments. 33rd European Financial Management Association (EFMA).
J. C. Dias et al., "Novel Analytic Representations for Caps, Floors and Collars on Continuous Flows, Arbitrage-Free Relations and Optimal Investments", in 33rd European Financial Management Association (EFMA), Lisboa, 2024
@misc{dias2024_1765574739832,
author = "Dias, J. C. and Nunes, J. and Silva, F.",
title = "Novel Analytic Representations for Caps, Floors and Collars on Continuous Flows, Arbitrage-Free Relations and Optimal Investments",
year = "2024"
}
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