Unspanned stochastic volatility and fixed income derivatives pricing
| Year of publication: |
2005
|
|---|---|
| Authors: | Casassus, Jaime ; Collin-Dufresne, Pierre ; Goldstein, Bob |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 11, p. 2723-2749
|
| Publisher: |
Elsevier |