A general stochastic volatility model for the pricing of interest rate derivatives

Review of Financial Studies

Volumn 22, Issue 5, 2009, Pages 2007-2057

  Trolle, Anders B ^a   Schwartz, Eduardo S ^b  

^a Department of International Economics and Management   (Denmark)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67849118698     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhn040     Document Type: Article

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