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1 Ergebnisse
1
The Swaption Cube:
Trolle, Anders B.
;
Schwartz, Eduardo S.
Review of Financial Studies. 27 (2014) 8 - p. 2307-2353 , 2014
Link:
https://doi.org/10.1093/rfs/hhu015
RT Journal T1 <Title>The Swaption Cube</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1093_rfs_hhu015&Exemplar=1&LAN=DE A1 Trolle, Anders B. A1 Schwartz, Eduardo S. PB Oxford University Press (OUP) YR 2014 SN 0893-9454 SN 1465-7368 JF Review of Financial Studies VO 27 IS 8 SP 2307 OP 2353 LK http://dx.doi.org/https://doi.org/10.1093/rfs/hhu015 DO https://doi.org/10.1093/rfs/hhu015 SF ELIB - SuUB Bremen
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