Finite maturity caps and floors on continuous flows

Shackleton, M B and Wojakowski, R M (2007) Finite maturity caps and floors on continuous flows. Journal of Economic Dynamics and Control, 31 (12). pp. 3843-3859. ISSN 0165-1889

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Economic Dynamics and Control
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2606
Subjects:
?? control and optimizationeconomics and econometricsapplied mathematicsdiscipline-based research ??
ID Code:
44807
Deposited By:
Deposited On:
11 Jul 2011 18:22
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 12:01