The Price of Interest Rate Variance Risk and Optimal Investments in Interest Rate Derivatives
Year: 2009
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1342331
Author: Anders B. Trolle
Institution: Copenhagen Business School
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2169783236