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~person:"Genaro, Alan de"
~subject:"Estimation"
~subject:"Interest rate derivative"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~subject:"World"
~type_genre:"Konferenzbeitrag"
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Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
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