Title of article
Finite maturity caps and floors on continuous flows
Author/Authors
Mark B. Shackleton، نويسنده , , Rafa? Wojakowski، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
17
From page
3843
To page
3859
Keywords
Finite maturity , Continuous flows , Caps and floors , Time integral of options , Impliedvolatilities
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239131
Link To Document