An empirical examination of the convexity bias in the pricing of interest rate swaps
| Year of publication: |
2000
|
|---|---|
| Authors: | Gupta, Anurag ; Subrahmanyam, Marti G. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 55.2000, 2, p. 239-279
|
| Publisher: |
Elsevier |