"Pricing Claims Under GARCH-Level Dependent Interest Rate Processes."

Viswanath Cvsa, Peter H. Ritchken (2001)

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DOI: 10.1287/MNSC.47.12.1693.10238

access: closed

type: Journal Article

metadata version: 2020-06-30

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Viswanath Cvsa, Peter H. Ritchken:
Pricing Claims Under GARCH-Level Dependent Interest Rate Processes. Manag. Sci. 47(12): 1693-1711 (2001)

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