BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Jump to: Article
    Number of items: 1.

    Article

    Geman, Hélyette and El Karoui, N. (1994) A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps. Advances in Futures and Options Research 7 ,

    This list was generated on Fri Nov 22 05:35:07 2024 GMT.