Pricing models for bermudan-style interest rate derivatives

R (Raoul) Pietersz

Research output: Types of Thesis › Doctoral Thesis › Internal

Original languageUndefined/Unknown
Awarding Institution
  • Erasmus University Rotterdam
Supervisors/Advisors
  • Pelsser, Supervisor
  • Vorst, Co-supervisor
Award date8 Dec 2005
Place of PublicationRotterdam
Publication statusPublished - 8 Dec 2005

Research programs

  • EUR ESE 17

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