RT Journal Article
SR Electronic
T1 The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 25
OP 41
DO 10.3905/jod.1995.407935
VO 3
IS 1
A1 Peter Ritchken
A1 L. Sankarasubramanian
YR 1995
UL https://pm-research.com/content/3/1/25.abstract
AB