Multifactor implied volatility functions for HJM models
| Year of publication: |
2006
|
|---|---|
| Authors: | Kuo, I.-Doun ; Paxson, Dean A. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 26.2006, 8, p. 809-834
|