Valuation of floating range notes in a LIBOR market model
| Year of publication: |
2008
|
|---|---|
| Authors: | Wu, Ting-Pin ; Chen, Son-Nan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 7, p. 697-710
|