The Pricing of Interest Rate Derivatives: Caps/Floors and the Construction of the Yield Curve
Crossref DOI link: https://doi.org/10.1007/978-3-319-74500-8_89
Published Online: 2018-03-21
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kouaiba, Ghizlane
Saikak, Moulay-Driss
License valid from 2018-01-01