Trolle, A. B., & Schwartz, E. S. (2006). A general stochastic volatility model for the pricing and forecasting of interest rate derivatives. National Bureau of Economic Research.
Chicago-Zitierstil (17. Ausg.)Trolle, Anders B., und Eduardo S. Schwartz. A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives. Cambridge, Mass: National Bureau of Economic Research, 2006.
MLA-Zitierstil (9. Ausg.)Trolle, Anders B., und Eduardo S. Schwartz. A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives. National Bureau of Economic Research, 2006.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.