Interest Rate Option Pricing Models
Publisher
Palgrave Macmillan UK
Reference19 articles.
1. Black, Scholes, (1973) 81 Journal of Political Economy 637.
2. Black, (1976) 3 Journal of Financial Economics 167.
3. Black, Derman, Toy, (1990) Financial Analysts Journal 33.
4. Brace, Gatarek, Musiela, (1995) (Aug) Risk 34.
5. Brennan, Schwartz, (1983) 4 Finance 119.