On pricing of interest rate derivatives

Tiziana Di Matteo, M Airoldi, E Scalas

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)189 - 196
Number of pages8
JournalPHYSICA A
Volume339
Issue number1-2
Publication statusPublished - 1 Aug 2004

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