Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility : An Arrow-Debreu Pricing Approach
Year of publication: |
[2000]
|
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Authors: | Nunes, João Pedro Vidal |
Other Persons: | Clewlow, Les (contributor) ; Hodges, Stewart D. (contributor) |
Publisher: |
[2000]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Review of Derivatives Research, Vol. 3, Pp. 5-66, 1999 Volltext nicht verfügbar |
Classification: | g132 ; C63 - Computational Techniques ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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