Pricing formulae for exotic caps

François Quittard-Pinon and Laurent Chretien
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François Quittard-Pinon: UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Laurent Chretien: UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2004-12-01
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Published in Finance, 2004, 25 (2), 27-47 p

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