مرکز منطقه ای اطلاع رساني علوم و فناوري - On the valuation of an option to exchange one interest rate for another

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 :

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

Link To Document :