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~isPartOf:"Applied Mathematical Finance"
~subject:"Continuous-time"
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Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied Mathematical Finance
5
(
1998
)
3-4
,
pp. 207-225
) given a
continuous
time
Gaussian multi-factor model of the returns of stocks and bonds. The bond market is similar to …
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