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## European Option and American Option Pricing with Stochastic Interest Rate and Their ApplicationsAuthor: LiShuJinTutor: LiShengHong School: Zhejiang University Course: Operational Research and Cybernetics Keywords: Option Pricing Theory Pricing formula Call option Value of conversion European options Fixed exchange rate Volatility Forward rate Stochastic interest rates Measure Transformation CLC: F224 Type: PhD thesis Year: 2005 Downloads: 1047 Quote: 2 Read: Download Dissertation ## Abstract
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