Scientific journal paper Q1
Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
João Nunes (Nunes, J.); Les Clewlow (Clewlow, L.); Stewart Hodges (Hodges, S.);
Journal Title
Review of Derivatives Research
Year (definitive publication)
1999
Language
English
Country
United States of America
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Scopus

Times Cited: 8

(Last checked: 2024-07-25 13:09)

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Abstract
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Acknowledgements
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Keywords
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Fields of Science and Technology Classification
  • Economics and Business - Social Sciences
Publication Identifiers
ci-pub-7282
2-s2.0-0010590594
10.1023/A:1009646430215
Other Publication Details
1999
Springer Verlag
Scopus;
1380-6645 (print)
1573-7144 (online)
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0.000
3
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5 - 66
Yes
Both (printed and digital)
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