Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure
Chen, Ren-Raw, Scott, LouisТом:
3
Мова:
english
Журнал:
The Journal of Derivatives
DOI:
10.3905/jod.1995.407938
Date:
January, 1995
Файл:
PDF, 307 KB
english, 1995