BibTeX record journals/siamam/Alvarez03

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@article{DBLP:journals/siamam/Alvarez03,
  author       = {Luis H. R. Alvarez},
  title        = {On the Convexity and Risk-Sensitivity of the Price of American Interest
                  Rate Derivatives},
  journal      = {{SIAM} J. Appl. Math.},
  volume       = {63},
  number       = {3},
  pages        = {923--936},
  year         = {2003},
  url          = {https://doi.org/10.1137/S0036139901384674},
  doi          = {10.1137/S0036139901384674},
  timestamp    = {Wed, 20 May 2020 16:26:30 +0200},
  biburl       = {https://dblp.org/rec/journals/siamam/Alvarez03.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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