ONE-FACTOR FALLACIES - The pitfalls of relying on one-factor models to value interest rates options.
| Year of publication: |
1998
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|---|---|
| Authors: | Klaassen, Pieter ; Leeuwen, Erik van ; Schreurs, Bram |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 12, p. 56-59
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