Published: 04/07/2010

DOI: https://doi.org/10.12660/rbfin.v8n1.2010.2664

Pricing Asian Interest Rate Options with a Three-Factor HJM Model

Claudio Henrique Barbedo, Octávio Bessada Lion, Jose Valentim Machado Vicente

9-23

DOI: https://doi.org/10.12660/rbfin.v8n1.2010.1387
DOI: https://doi.org/10.12660/rbfin.v8n1.2010.1408
DOI: https://doi.org/10.12660/rbfin.v8n1.2010.1440
DOI: https://doi.org/10.12660/rbfin.v8n1.2010.1332
DOI: https://doi.org/10.12660/rbfin.v8n1.2010.1349