Title of article
Unspanned stochastic volatility and fixed income derivatives pricing
Author/Authors
Jaime Casassus، نويسنده , , Pierre Collin-Dufresne، نويسنده , , Bob Goldstein، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
27
From page
2723
To page
2749
Keywords
Term structure , stochastic volatility , HJM
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193789
Link To Document