Pricing American interest rate claims with humped volatility models

ACF (Ton) Vorst, J Moraleda

Research output: Contribution to journalArticleAcademicpeer-review

23 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1131-1157
Number of pages27
JournalJournal of Banking and Finance
Volume21
Issue number8
Publication statusPublished - 1997

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