Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates. Issue 7 (2nd July 2016)

Record Type:
Journal Article
Title:
Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates. Issue 7 (2nd July 2016)
Main Title:
Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates
Authors:
Joshi, Mark
Ranasinghe, Navin
Abstract:
Is Part Of:
Quantitative finance. Volume 16:Issue 7(2016)
Journal:
Quantitative finance
Issue:
Volume 16:Issue 7(2016)
Issue Display:
Volume 16, Issue 7 (2016)
Year:
2016
Volume:
16
Issue:
7
Issue Sort Value:
2016-0016-0007-0000
Page Start:
997
Page End:
1008
Publication Date:
2016-07-02
Subjects:
Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118
Journal URLs:
http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗
DOI:
10.1080/14697688.2015.1118528 ↗
Languages:
English
ISSNs:
1469-7688
Deposit Type:
Legaldeposit
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library DSC - 7168.333200
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Ingest File:
867.xml