Talk
Finite Maturity Caps and Floors on Continuous Flows under the CEV Process
José Carlos Dias (Dias, J. C.); João Nunes (Nunes, J.); Fernando Correia da Silva (Silva, F. C.);
Event Title
19th EUROPT Workshop on Advances in Continuous Optimization
Year (definitive publication)
2022
Language
English
Country
Portugal
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Abstract
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Acknowledgements
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Keywords