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Analytic Approximations for Valuing Ratchet Caps in the LIBOR Market Model 변석준, Fourth Proceedings of Korean Securities Association, Korean Securities Association, 2003 |
Closed-form upper bounds for the optimal exercise boundary of American put 변석준, 한국산업응용수학회 학술대회, 한국산업응용수학회, 2006 |
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