Pricing Interest Rate Derivatives: A General Approach

Review of Financial Studies

Volumn 15, Issue 1, 2002, Pages 195-241

  Chacko, George ^b   Das, Sanjiv ^a  

^a SANTA CLARA UNIVERSITY   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036110261     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/15.1.195     Document Type: Article

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