Mathematical foundation of convexity correction

Quantitative Finance

Volumn 3, Issue 1, 2003, Pages 59-65

  Pelsser, Antoon ^a,b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b Nationale Nederlanden   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346268798     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/1/306     Document Type: Conference Paper

References (16)

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