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James B. Kau
Information about the author James B. Kau will soon be added to the site.
Found
2 papers
in total
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Date Ascending
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Pricing a class of American and European path dependent securities
1995
Path dependent securities depend on current and past values of underlying state...
The valuation and analysis of adjustable rate mortgages
1990
Securities whose payoffs depend upon the actual path of the underlying state variables...
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