 | Up a level |
Bianchi, Carlo and Calzolari, Giorgio and Sterbenz, Frederic P. (1991): Simulation of interest rate options using ARCH. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 10, presented at the European Meeting of the Econometric Society, Cambridge, U.K. (1991): pp. 1-28.
