Modern Economy

Vol.6 No.6(2015), Paper ID 57255, 10 pages

DOI:10.4236/me.2015.66067

 

In-Arrears Interest Rate Derivatives under the 3/2 Model

 

Joanna Goard

 

School of Mathematics and Applied Statistics, University of Wollongong, Wollongong, Australia

 

Copyright © 2015 Joanna Goard et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Goard, J. (2015) In-Arrears Interest Rate Derivatives under the 3/2 Model. Modern Economy, 6, 707-716. doi: 10.4236/me.2015.66067.
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