Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Autor: | Jarrow, Robert, Li, Haitao, Zhao, Feng |
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Zdroj: | The Journal of Finance, 2007 Feb 01. 62(1), 345-382. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Jarrow, Robert, Li, Haitao, Zhao, Feng |
---|---|
Zdroj: | The Journal of Finance, 2007 Feb 01. 62(1), 345-382. |
Databáze: | JSTOR Journals |
Externí odkaz: |