Moment generating function approach to pricing interest rate and foreign exchange rate claims
| Year of publication: |
2002
|
|---|---|
| Authors: | Dijkstra, Theo K. ; Yao, Yong |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 31.2002, 2, p. 163-178
|
| Publisher: |
Elsevier |