Discrete volatility calibration for callable swaps: a model comparison PAPER WITHDRAWN

Angelo Corelli

International Journal of Financial Markets and Derivatives, 2011, vol. 2, issue 4, 258-264

Abstract: Please note: It is the policy of Inderscience to withdraw from publication any paper if subsequent to publication it becomes a matter of dispute about intellectual property, publishing ethics or legal issues. This paper has been withdrawn from publication according to this policy.

Date: 2011
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.inderscience.com/link.php?id=45597 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:258-264

Access Statistics for this article

More articles in International Journal of Financial Markets and Derivatives from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().