Pricing of cap-interest rates based on renewal processes

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BERAN, Jan, Dirk OCKER, 2002. Pricing of cap-interest rates based on renewal processes

@techreport{Beran2002Prici-11771, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Pricing of cap-interest rates based on renewal processes}, year={2002}, number={2002/10}, author={Beran, Jan and Ocker, Dirk} }

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02-10.pdf 57

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