MultiFactor Valuation of Floating Range Notes
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Publication:4464014
DOI10.1111/j.0960-1627.2004.00182.xzbMath1097.91047MaRDI QIDQ4464014
Publication date: 27 May 2004
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00182.x
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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