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Analytic Option Prices for the Black-Karasinski Short Rate Model
8/8 checkable references clean · checked 2026-08-28
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resolves10.1142/S0219024915500260
AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES
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no DOI — not checkedPublished in Large Deviations and Asymptotic Methods in Finance
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no DOI — not checkedSpecial Issue on 'Finance, Financial Risk Management and their Applications
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