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Pricing of equity swaps in a stochastic interest rate economy
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- KIJIMA Masaaki
- 東京都立大学
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- MUROMACHI Yukio
- ニッセイ基礎研究所
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Journal
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- 日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集
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日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集 2000 36-37, 2000-09-27
The Operations Research Society of Japan
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Details 詳細情報について
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- CRID
- 1570572702465342720
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- NII Article ID
- 110003478560
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- NII Book ID
- AN00351192
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- Text Lang
- en
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- Data Source
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- CiNii Articles