Towards a central interest rate model

Authors
Brace, A Dun, T Barton, G
Citation
A. Brace et al., Towards a central interest rate model, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 278-313
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
278 - 313
Database
ISI
SICI code