A1 Refereed original research article in a scientific journal
On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives
Authors: Luis Alvarez Esteban
Publication year: 2003
Journal: SIAM Journal on Applied Mathematics
A1 Refereed original research article in a scientific journal
On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives
Authors: Luis Alvarez Esteban
Publication year: 2003
Journal: SIAM Journal on Applied Mathematics