Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options

By: Material type: TextTextPublication details: 2007 Bank for International Settlements BasleDescription: See BIS 332.15 MA (Includes Acc Nos: 33742, 33743 & 34491 to 33495) 38 pSubject(s): Summary: ISSN: 1020-0959
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