Title of article

On the valuation of an option to exchange one interest rate for another

Author/Authors

Qiang Fu، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1996

Pages

9

From page

645

To page

653

Keywords

Spread options , Valuation , Multifactor models

Journal title

Journal of Banking and Finance

Serial Year

1996

Journal title

Journal of Banking and Finance

Record number

192861