Unspanned stochastic volatility and fixed income derivatives pricing-Reference-Cited by-同舟云学术

Unspanned stochastic volatility and fixed income derivatives pricing

Published:2005-11 Issue:11 Volume:29 Page:2723-2749
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Casassus Jaime,Collin-Dufresne Pierre,Goldstein Bob

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

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