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~institution:"Econometrisch Instituut <Rotterdam>"
~language:"eng"
~subject:"Derivat"
~subject:"Interest rate derivative"
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
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