Pricing interest rate contingent claims in markets with uncertain volatilities

P. Lewicki, Marco Avellaneda

Research output: Working paper

Name	Courant Institute Working Paper

Cite this

@techreport{7184a37309564fa4a7d26432d7664bcf,

title = "Pricing interest rate contingent claims in markets with uncertain volatilities",

author = "P. Lewicki and Marco Avellaneda",

year = "1996",

language = "English (US)",

series = "Courant Institute Working Paper",

publisher = "Courant Institute, NYU",

type = "WorkingPaper",

institution = "Courant Institute, NYU",

}