Talk
Pricing and Hedging Bond Options and Sinking-Fund Bonds under the CIR Framework
José Carlos Dias (Dias, J. C.); Maria Manuela Larguinho (Larguinho, M.); Carlos A. Braumann (Braumann, C.A.);
Event Title
23rd International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management
Year (definitive publication)
2016
Language
English
Country
Germany
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Abstract
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Acknowledgements
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Keywords