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

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

Detaylı Bibliyografya
Yayımlandı:Journal of Finance V. 62, 1-6 (2007).
Yazar: Jarrow, Robert
Materyal Türü: Makale
Dil:English
Konular:
Interest rates.
Volatility.
Capital markets.
Stochastic models.
Stock prices.