Title of article
Pricing American interest rate claims with humped volatility models
Author/Authors
Juan M. Moraleda، نويسنده , , Ton C. F. Vorst، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
27
From page
1131
To page
1157
Keywords
Term structure models , Humped volatility , derivatives
Journal title
Journal of Banking and Finance
Serial Year
1997
Journal title
Journal of Banking and Finance
Record number
192970
Link To Document