Alternative swap contracts: Analysis and pricing

Journal of Derivatives

Volumn 4, Issue 2, 1996, Pages 7-21

  Baz, Jamil ^a   Pascutti, Michael J ^b  

^a LEHMAN BROTHERS   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040192310     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1996.407963     Document Type: Article

References (15)

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