Pricing interest rate swaps with stochastic volatility

Authors
Lin, WT
Citation
Wt. Lin, Pricing interest rate swaps with stochastic volatility, ADV INV AN, 7, 2000, pp. 191-193
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOL 7 → ACNP
Volume
7
Year of publication
2000
Pages
191 - 193
Database
ISI
SICI code