The performance of multi-factor term structure models for pricing and hedging caps and swaptions / by Joost Driessen, Pieter Klaassen and Bertrand Melenberg
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The performance of multi-factor term structure models for pricing and hedging caps and swaptions / by Joost Driessen, Pieter Klaassen and Bertrand Melenberg
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<http://greywww.kub.nl:2080/greyfiles/center/2000/93.html>
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Discussion paper / Center for Economic Research, Tilburg ; 2000, nr. 93
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The performance of multi-facto ...... and hedging caps and swaptions
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The performance of multi-facto ...... laassen and Bertrand Melenberg