DMCA

An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models In the Dollar Cap-Floor Markets (2000)

by Anurag Gupta , Marti G. Subrahmanyam , We Thank Viral Acharya , Stephen Figlewski , Kenneth Garbade , A. R. Radhakrishnan , Peter Ritchken
Citations:5 - 0 self