Pricing interest rate derivatives under stochastic volatility
Year of publication: |
2011
|
---|---|
Authors: | Tahani, Nabil ; Li, Xiaofei |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 37.2011, 1, p. 72-91
|
Publisher: |
Emerald Group Publishing |
Subject: | Derivative markets | Interest rates | Numerical analysis | Series | Stochastic processes |
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