Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
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- Kaushik I. Amin & Robert A. Jarrow, 2008.
"Pricing Options On Risky Assets In A Stochastic Interest Rate Economy,"
World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 15, pages 327-347
World Scientific Publishing Co. Pte. Ltd..
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- Heath, David & Jarrow, Robert & Morton, Andrew, 1992. "Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation," Econometrica, Econometric Society, vol. 60(1), pages 77-105, January.
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