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~isPartOf:"Discussion paper / B"
~isPartOf:"International journal of financial engineering"
~person:"Elliott, Robert J."
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CMS range notes
1
Interest rate derivative
1
LIBOR market model
1
Option pricing theory
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Optionspreistheorie
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Swap
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Yield curve
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Zinsderivat
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Elliott, Robert J.
Sandmann, Klaus
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Discussion paper / B
International journal of financial engineering
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Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
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