<Emphasis>Notes and Comments: An approximation of caplet implied volatilities in Gaussian models
| Year of publication: |
2006
|
|---|---|
| Authors: | Angelini, Flavio ; Herzel, Stefano |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 28.2006, 2, p. 113-127
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005622632