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"Pricing American put option on zero-coupon bond under fractional CIR model ..."
Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour (2018)
- Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour:
Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost. Commun. Stat. Simul. Comput. 47(3): 864-870 (2018)
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