Interest rate caps "smile" too! But can the Libor market models capture the smile.

書誌詳細
出版年:	Journal of Finance V. 62, 1-6 (2007).
第一著者:	Jarrow, Robert
フォーマット:	論文
言語:	English
主題:	Interest rates. Volatility. Capital markets. Stochastic models. Stock prices.