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Interest rate volatility : a consol rate approach
Brousseau, Vincent
;
Durré, Alain
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10011398611
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Inferring volatility from the yield curve
Brousseau, Vincent
;
Durré, Alain
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 304-314
Persistent link: https://www.econbiz.de/10011438558
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