A tractable interest rate model that guarantees positive interest rates

AAJ (Antoon) Pelsser

Research output: Contribution to journal › Article › Academic

Original language	Undefined/Unknown
Pages (from-to)	269-284
Number of pages	16
Journal	Review of Derivatives Research
Volume	1
Publication status	Published - 1997

Research programs

@article{a4aeb29d80cb4ce891019ec4bd1cfd72,

title = "A tractable interest rate model that guarantees positive interest rates",

author = "Pelsser, \{AAJ (Antoon)\}",

year = "1997",

language = "Undefined/Unknown",

volume = "1",

pages = "269--284",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer New York",

}