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An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices / Ravi Jagannathan, Andrew Kaplin, Steve Guoqiang Sun. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w8682.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2001
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w8682.

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An evaluation of multi-factor CIR model using LIBOR, Swap rates, and cap and swaption prices / Ravi Jagannathan, Andrew Kaplin and Steve Sun. by
Material type: Article Article
Language: English In: Journal of Econometrics Elsevier Science B.V Vol. 116, No. 1-2 (September-October 2003). , p. 113-146.
Availability: Vol. 116, No. 1-2 (September-October 2003). , p. 113-146. (1)

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