The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

AuthID
 P-00F-QB1
3
Author(s)
Longstaff, FA
·
Schwartz, ES
Document Type
Review
Year published
2001
Published
in Journal of Finance, ISSN: 0022-1082
Volume: 56, Issue: 6, Pages: 2067-2109
Indexing
Scopus®
Crossref®119
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-0040925660
Source Identifiers
ISSN: 0022-1082
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