Forward rate models with linear volatilities
| Year of publication: |
2012
|
|---|---|
| Authors: | Barski, Michał ; Zabczyk, Jerzy |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 3, p. 537-561
|