Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference17 articles.
1. Pricing foreign currency options under stochastic interest rates
2. , & (1998). Towards a central interest rate model. In , & (Eds). Option pricing, interest rates and risk management (pp. 278–313). Cambridge: Cambridge University Press.
3. The Market Model of Interest Rate Dynamics
4. & (2000, April, ). Exact fit to the swaption volatility matrix using semidefinite programming. Paper presented at the ICBI Global Derivatives Conference, Paris, France.
5. & (2001). Interest rate models: theory and practice. New York: Springer-Verlag.
Cited by
8 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