Subject
General Economics, Econometrics and Finance,Finance
Reference45 articles.
1. Pricing foreign currency options under stochastic interest rates
2. Babbs, S and Webber, N. 1994. “A theory of the term structure with an official short rate”. University of Warwick. FORC Working Paper 94/49
3. Conditional Gaussian models of the term structure of interest rates
Cited by
34 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献