Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
| Year of publication: |
1999
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|---|---|
| Authors: | Nunes, Jo~ao Pedro Vidal ; Clewlow, Les ; Hodges, Stewart |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 3.1999, 1, p. 5-66
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