Modeling volatility and changes in the swap spread
| Year of publication: |
2003
|
|---|---|
| Authors: | In, Francis ; Brown, Rob ; Fang, Victor |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 12.2003, 5, p. 545-561
|
| Publisher: |
Elsevier |