ARTICLES - The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
| Year of publication: |
2001
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| Authors: | Longstaff, Francis A. ; Santa-Clara, Pedro ; Schwartz, Eduardo S. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 56.2001, 6, p. 2067-2110
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