Pricing range notes within Wishart affine models (Q2513635)

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Pricing range notes within Wishart affine models
scientific article

    Statements

    title
    Pricing range notes within Wishart affine models (English)
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    author
    Carl Chiarella
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    José Da Fonseca
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    Martino Grasselli
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    publication date
    28 January 2015
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    zbMATH Keywords
    term structure models
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    Wishart models
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    range accrual notes
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    Identifiers

    zbMATH DE Number
    6391866
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