| 000 | 00563nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aMannolini, Antonio et al. | ||
| 240 | _aInternational Journal of Finance and Economics (Q) | ||
| 245 | _aPricing caps and floors with the extended CIR model | ||
| 246 | _f2008 | ||
| 260 | _c2008 | ||
| 300 |
_bV. 13 _cIssue. 4 _a386-400 |
||
| 366 | _b2008 | ||
| 366 | _bOct | ||
| 650 | _aFinance | ||
| 653 | _aInterest rates;Caps and floors;Spot rate models;Derivatives;Yield curve;Extended CIR model; | ||
| 942 | _cJA | ||
| 999 |
_c41937 _d41937 |
||