RT Journal Article
SR Electronic
T1 Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 53
OP 72
DO 10.3905/jod.1995.407938
VO 3
IS 2
A1 Ren-Raw Chen
A1 Louis Scott
YR 1995
UL https://pm-research.com/content/3/2/53.abstract
AB