Notes and Comments:An approximation of caplet implied volatilities in Gaussian models
- 作者Flavio Angelini; Stefano Herzel
- 卷第28卷
- 期第2期
- 印刷ISSN1593-8883
- 电子ISSN1129-6569
- 文件大小234.78KB
- 发表时间2006-02
- DOI10.1007/s10203-005-0056-7
- 页码113-127
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