Kim, Don H.

Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options - Basle Bank for International Settlements 2007 - 38 p. See BIS 332.15 MA (Includes Acc Nos: 33742, 33743 & 34491 to 33495)

ISSN: 1020-0959


Bond market