Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Tao L. Wu
| Year of publication: |
2011
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|---|---|
| Authors: | Wu, Tao L. |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 26166835. - Vol. 40.2011, 4, p. 577-598
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009958550