VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF...

Mathematical Finance 1995 Vol. 5; Iss. 1

VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE

Peter Ritchken, L. Sankarasubramanian
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
5
Year:
1995
Language:
english
Pages:
18
DOI:
10.1111/j.1467-9965.1995.tb00101.x
File:
PDF, 760 KB
english, 1995
Conversion to is in progress
Conversion to is failed