Yield-factor volatility models
| Year of publication: |
2007
|
|---|---|
| Authors: | Perignon, Christophe ; Smith, Daniel R. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 10, p. 3125-3144
|
| Publisher: |
Elsevier |