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"Pricing and Calibration of a Chooser Flexible CAP."

Daisuke Ito, Masamitsu Ohnishi, Yasuhiro Tamba (2010)

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DOI: 10.1142/S0217595910002661

access: closed

type: Journal Article

metadata version: 2020-05-12

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Daisuke Ito, Masamitsu Ohnishi, Yasuhiro Tamba:
Pricing and Calibration of a Chooser Flexible CAP. Asia Pac. J. Oper. Res. 27(2): 243-256 (2010)

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