An analytically tractable interest rate model with humped volatility
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Publication:1579480
DOI10.1016/S0377-2217(98)00382-8zbMath1028.91589OpenAlexW1969282418MaRDI QIDQ1579480
J. M. Moraleda, Fabio Mercurio
Publication date: 14 September 2000
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00382-8
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Cites Work
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