The Performance of Multi-factor Term Structure Models for Pricing and Hedging Caps and Swaptions
Driessen, Joost, Klaassen, Pieter, Melenberg, BertrandYear:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.249020
File:
PDF, 216 KB
english, 2000