| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 25-33 |
| Number of pages | 9 |
| Journal | Journal of Financial Engineering |
| Volume | 7 |
| Issue number | 1 |
| Publication status | Published - 1998 |
Research programs
- EUR ESE 08
Arbitrage-free pricing of quanto-swaptions
AAJ (Antoon) Pelsser, P Hunt
Research output: Contribution to journal › Article › Academic › peer-review