Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach

✍ Scribed by João Pedro Vidal Nunes; Les Clewlow; Stewart Hodges

• Book ID: 110277824
• Publisher: Springer US
• Year: 1999
• Tongue: English
• Weight: 312 KB
• Volume: 3
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1023/a:1009646430215