Pricing interest rate contingent claims in markets with uncertain volatilities

P. Lewicki, Marco Avellaneda

Research output: Working paper

Original languageEnglish (US)
PublisherCourant Institute, NYU
StatePublished - 1996

Publication series

NameCourant Institute Working Paper

Cite this

Lewicki, P., & Avellaneda, M. (1996). Pricing interest rate contingent claims in markets with uncertain volatilities. (Courant Institute Working Paper). Courant Institute, NYU.

Pricing interest rate contingent claims in markets with uncertain volatilities. / Lewicki, P.; Avellaneda, Marco.

Courant Institute, NYU, 1996. (Courant Institute Working Paper).

Research output: Working paper

Lewicki, P & Avellaneda, M 1996 'Pricing interest rate contingent claims in markets with uncertain volatilities' Courant Institute Working Paper, Courant Institute, NYU.
Lewicki P, Avellaneda M. Pricing interest rate contingent claims in markets with uncertain volatilities. Courant Institute, NYU. 1996. (Courant Institute Working Paper).
Lewicki, P. ; Avellaneda, Marco. / Pricing interest rate contingent claims in markets with uncertain volatilities. Courant Institute, NYU, 1996. (Courant Institute Working Paper).
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