THEORY AND CALIBRATION OF SWAP MARKET MODELS
| Year of publication: |
2007
|
|---|---|
| Authors: | Galluccio, S. ; Ly, J.-M. ; Huang, Z. ; Scaillet, O. |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 17.2007, 1, p. 111-141
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005655264