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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bergman, Yaacov Z."
~person:"Cao, Charles Q."
~person:"Elliott, Robert J."
~person:"Schwartz, Eduardo S."
~subject:"Korrelation"
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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