Fair prices under a unified lattice approach for interest rate derivatives
Crossref DOI link: https://doi.org/10.1007/s10479-019-03209-y
Published Online: 2019-04-05
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Morelli, Giacomo http://orcid.org/0000-0002-8499-8247
Funding for this research was provided by:
European Union (CREA-DLV-766463)
Text and Data Mining valid from 2019-04-05
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Article History
First Online: 5 April 2019