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Journal Articles
Fractal Interest Rate Model without Ito Formula
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2008) 16 (1): 21–48.
Published: 31 May 2008
.... For this reason. it is very hard to apply such processes for asset price modelling. Without using Ito formula, we investigate the IBm interest rate theory‘ We obtain a pure discount bond price. and Greeks by using Malllavin calculus. © 2008 Emerald Publishing Limited 2008 This article is published under...
