Pricing Asian-Style Interest Rate Swaps.
- Published in:
- Journal of Derivatives, 2002, v. 9, n. 4, p. 45, doi. 10.3905/jod.2002.319185
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2002 AND VI 9 AND IP 4
Results: 5
1
2
Asymptotic Distribution Expansions in Option Pricing.
- Published in:
- Journal of Derivatives, 2002, v. 9, n. 4, p. 33, doi. 10.3905/jod.2002.319184
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- Publication type:
- Article
3
Holidays and Trading and Return Patterns of Australian SPI Futures.
- Published in:
- Journal of Derivatives, 2002, v. 9, n. 4, p. 56, doi. 10.3905/jod.2002.319186
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- Publication type:
- Article
4
Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques.
- Published in:
- Journal of Derivatives, 2002, v. 9, n. 4, p. 18, doi. 10.3905/jod.2002.319183
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- Publication type:
- Article
5
Consistent Initial Curves for Interest Rate Models.
- Published in:
- Journal of Derivatives, 2002, v. 9, n. 4, p. 8, doi. 10.3905/jod.2002.319182
- By:
- Publication type:
- Article