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"An analytically tractable interest rate model with humped volatility."

Fabio Mercurio, J. M. Moraleda (2000)

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DOI: 10.1016/S0377-2217(98)00382-8

access: closed

type: Journal Article

metadata version: 2020-02-21

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Fabio Mercurio, J. M. Moraleda:
An analytically tractable interest rate model with humped volatility. Eur. J. Oper. Res. 120(1): 205-214 (2000)

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