Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Nunes, J., Clewlow, L. & Hodges, S. (1999). Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach. Review of Derivatives Research. 3, 5-66
Exportar Referência (IEEE)
J. P. Nunes et al.,  "Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach", in Review of Derivatives Research, vol. 3, pp. 5-66, 1999
Exportar BibTeX
@article{nunes1999_1732202053511,
	author = "Nunes, J. and Clewlow, L. and Hodges, S.",
	title = "Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach",
	journal = "Review of Derivatives Research",
	year = "1999",
	volume = "3",
	number = "",
	doi = "10.1023/A:1009646430215",
	pages = "5-66",
	url = ""
}
Exportar RIS
TY  - JOUR
TI  - Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
T2  - Review of Derivatives Research
VL  - 3
AU  - Nunes, J.
AU  - Clewlow, L.
AU  - Hodges, S.
PY  - 1999
SP  - 5-66
SN  - 1380-6645
DO  - 10.1023/A:1009646430215
ER  -