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Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
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FACTOR DEPENDENCE AND ESTIMATION RISK FOR CAP-RELATED INTEREST IRATE EXOTICS
Kerkhof, Jeroen
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74
Persistent link: https://www.econbiz.de/10007222773
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