PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者BELOMESTNY, DENIS; KOLODKO, ANASTASIA; SCHOENMAKERS, JOHN
- 卷第13卷
- 期第1期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小469.05KB
- 发表时间2010-02
- DOI10.1142/S021902491000567X
- 页码45-62
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