Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment | Bernard, Carole
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Conference paper

Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment

in Eastern Finance Association 2007 Program, New Orleans, Louisiana, April 18-21, 2007

Bernard, Carole ; Le Courtois, Olivier (1975-....) ; Quittard-Pinon, François (1945-....) ; Eastern Finance Association. New Orleans, USA, April 18-21, 2007

2007


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