Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310): Difference between revisions
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Revision as of 04:31, 16 February 2024
scientific article; zbMATH DE number 2116003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Corrections for Interest Rate Derivatives |
scientific article; zbMATH DE number 2116003 |
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Stochastic Volatility Corrections for Interest Rate Derivatives (English)
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16 November 2004
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asymptotic expressions
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