Original language | Undefined/Unknown |
---|---|
Pages (from-to) | 91-93 |
Number of pages | 3 |
Journal | Risk. Currencies, Interest Rates, Equities |
Volume | 17 |
Issue number | 3 |
Publication status | Published - 2004 |
Swap vega in BGM: pitfalls and alternatives
R (Raoul) Pietersz, AAJ (Antoon) Pelsser
Research output: Contribution to journal › Article › Professional