| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 51-62 |
| Number of pages | 12 |
| Journal | The Journal of Derivatives |
| Volume | 11 |
| Issue number | 3 |
| Publication status | Published - 2004 |
Risk-managing Bermudan swaptions in a LIBOR model
R (Raoul) Pietersz, AAJ (Antoon) Pelsser
Research output: Contribution to journal › Article › Academic
5
Citations
(Scopus)