The volatility term structure in a lognormal process for the short rate
Georges Darbellay
| Year of publication: |
2003
|
|---|---|
| Authors: | Darbellay, Georges A. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 9.2003, 1, p. 92-103
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749092