The Valuation and Hedging of Variable Rate Savings Accounts

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@article{0253ef74278f40579ece0e791ee907b0,

title = "The Valuation and Hedging of Variable Rate Savings Accounts",

author = "\{de Jong\}, F. and J.L. Wielhouwer",

year = "2003",

doi = "10.2143/ast.33.2.503699",

language = "English",

volume = "33",

pages = "383--397",

journal = "ASTIN Bulletin",

issn = "0515-0361",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - The Valuation and Hedging of Variable Rate Savings Accounts

AU - de Jong, F.

AU - Wielhouwer, J.L.

PY - 2003

Y1 - 2003

UR - https://www.scopus.com/pages/publications/85011526504

UR - https://www.scopus.com/inward/citedby.url?scp=85011526504&partnerID=8YFLogxK

U2 - 10.2143/ast.33.2.503699

DO - 10.2143/ast.33.2.503699

M3 - Article

SN - 0515-0361

VL - 33

SP - 383

EP - 397

JO - ASTIN Bulletin

JF - ASTIN Bulletin

IS - 2

ER -