Pricing Interest Rate Derivatives under Stochastic Volatility


Publication Type:
journal articles

Publication Year:
2011

Publication Bibliography:

Tahani, Nabil and Xiaofei Li, "Pricing Interest Rate Derivatives under Stochastic Volatility," Managerial Finance, 2011, Vol. 37, Iss. 1, pp 72-91.

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Break down of publication data into fields

Publication Title:
Pricing Interest Rate Derivatives under Stochastic Volatility

Author Name:
Tahani, Nabil

Co-Author Name(s):

Xiaofei Li
c
d

Conference Title:

Report Title:

Title of Paper:
Pricing Interest Rate Derivatives under Stochastic Volatility

Chapter Title:

Title of Journal:
Managerial Finance

Title of Book:

Conference Name:

City and Province/State/Country:

Editor's Name (if different from Author's Name):

Volume and Issue:
2011,Vol. 37, Iss. 1

ISBN/Catalogue No:

Publisher:

City:

Page Number(s):
72-91

Publication Type:

Publication Category: