Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
F. Mercurio
Information about the author F. Mercurio will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
An analytically tractable interest rate model with humped volatility
2000
Some of the most recent empirical studies on interest rate derivatives have found...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
