مرکز منطقه ای اطلاع رساني علوم و فناوري - Pricing American interest rate claims with humped volatility models

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 :

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 :