Pricing interest rate swaps with stochastic volatility
Year of publication: |
2000
|
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Authors: | Lin, William T. |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 7.2000, p. 191-207
|
Subject: | Zinsderivat | Interest rate derivative | Rentenmarkt | Bond market | Finanzanalyse | Financial analysis | Schätzung | Estimation | Volatilität | Volatility | USA | United States |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Advances in investment analysis and portfolio |
Source: | ECONIS - Online Catalogue of the ZBW |
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