Pricing caps and floors with the extended CIR model
Antonio Mannolini; Carlo Mari and Roberto Renó
| Year of publication: |
2008
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|---|---|
| Authors: | Mannolini, Antonio ; Mari, Carlo ; Renò, Roberto |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 13.2008, 4, p. 386-400
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| Subject: | Theorie | Theory | Anreizregulierung | Incentive regulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003776917