| 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 |
Research programs
- EUR ESE 11
Swap vega in BGM: pitfalls and alternatives
R (Raoul) Pietersz, AAJ (Antoon) Pelsser
Research output: Contribution to journal › Article › Professional