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~language:"fra"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Evaluation des swaps de taux : une application de l'approche de Sundaresan (1991) au cas où le taux d'intérêt instantané suit un processus d'Ornstein-Uhlenbeck
Rainelli LeMontagner, Hélène
- In:
Finance : revue de l'Association Française de Finance
17
(
1996
)
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pp. 31-46
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