Pricing Interest-Rate-Derivative Securities
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Publication:5374082
DOI10.1093/rfs/3.4.573zbMath1386.91152OpenAlexW1998031535WikidataQ56482427 ScholiaQ56482427MaRDI QIDQ5374082
Publication date: 6 April 2018
Published in: Review of Financial Studies (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f0ff9e1652ce62beddd7c78b67bcf00458c22db0
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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