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
Keywords :
Finite maturity , Continuous flows , Caps and floors , Time integral of options , Impliedvolatilities
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
