Stochastic Volatility Corrections for Interest Rate Derivatives
| Year of publication: |
2004
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|---|---|
| Authors: | Cotton, Peter ; Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Ronnie |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 14.2004, 2, p. 173-200
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