Mannolini, Antonio et al. <br/><br/>
Pricing caps and floors with the extended CIR model 
 2008 

 -  2008 
 - 386-400  V.  13  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance
<br/><br/><label>Subjects--Index Terms: </label>Interest rates;Caps and floors;Spot rate models;Derivatives;Yield curve;Extended CIR model;