Interest rate derivatives - A quadratic volatility Cheyette model
| Year of publication: |
2013
|
|---|---|
| Authors: | Chibane, Messaoud ; Law, Dikman |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 26.2013, 7, p. 60-63
|