Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration
Work
Year: 2007
Type: article
Source: Journal of Economic Theory
Author Gurupdesh S. Pandher
Institution DePaul University
Cites: 23
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 48.01
Subfield: Finance
Domain: Social Sciences
Open Access status: closed