"Valuation of Interest Rate Derivatives under CSA Discounting."

Amy R. Daniels, Coenraad C. A. Labuschagne, Theresa M. Offwood-le Roux (2014)

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DOI: 10.1007/978-3-319-03395-2_36

access: closed

type: Conference or Workshop Paper

metadata version: 2018-08-15

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Amy R. Daniels, Coenraad C. A. Labuschagne, Theresa M. Offwood-le Roux:
Valuation of Interest Rate Derivatives under CSA Discounting. TES 2014: 551-559

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