A family of humped volatility models
Year of publication: |
2001
|
---|---|
Authors: | Mercurio, Fabio ; Moraleda Novo, Juan Manuel |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 7.2001, 2, p. 93-116
|
Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Theorie | Theory |
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