Gigi Model: A Simple Stochastic Volatility Approach for Multifactor Interest Rates
-
Published:2007
Issue:
Volume:
Page:
-
ISSN:1556-5068
-
Container-title:SSRN Electronic Journal
-
language:en
-
Short-container-title:SSRN Journal
Reference23 articles.
1. Bond Market Model;R Baviera;International Journal of Theoretical and Applied Finance,2006
2. A Perturbative Approach to Bermudan Options Pricing
3. A simple solution for Sticky Cap and Sticky Floor;R Baviera;Quantitative Finance,2007
4. The pricing of commodity contracts;F Black;Journal of Financial Economics,1976
Cited by
1 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