Talk
Novel Analytic Representations for Caps, Floors and Collars on Continuous Flows, Arbitrage-Free Relations and Optimal Investments
José Carlos Dias (Dias, J. C.); João Nunes (Nunes, J.); Fernando da Silva (Silva, F.);
Event Title
33rd European Financial Management Association (EFMA)
Year (definitive publication)
2024
Language
English
Country
Portugal
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Abstract
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