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Swap pricing and hedging of general DCFs
Authors
Luciano, Elisa
Citation
Elisa Luciano, Swap pricing and hedging of general DCFs, Rivista di matematica per le scienze economiche e sociali sociali, 21(1/2), 1998, pp. 73-95
Journal title
Rivista di matematica per le scienze economiche e sociali sociali
ISSN journal
11271035 →
ACNP
Volume
21
Issue
1/2
Year of publication
1998
Pages
73 - 95
Database
ESSPER
SICI code
1127-1035(1998)21:1/2<73:SPAHOG>2.0.ZU;2-3