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Finite maturity caps and floors on continuous flows

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Finite maturity caps and floors on continuous flows. / Shackleton, M B; Wojakowski, R M.
In: Journal of Economic Dynamics and Control, Vol. 31, No. 12, 2007, p. 3843-3859.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Shackleton, MB & Wojakowski, RM 2007, 'Finite maturity caps and floors on continuous flows', Journal of Economic Dynamics and Control, vol. 31, no. 12, pp. 3843-3859.

APA

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

Vancouver

Shackleton MB, Wojakowski RM. Finite maturity caps and floors on continuous flows. Journal of Economic Dynamics and Control. 2007;31(12):3843-3859.

Author

Shackleton, M B ; Wojakowski, R M. / Finite maturity caps and floors on continuous flows. In: Journal of Economic Dynamics and Control. 2007 ; Vol. 31, No. 12. pp. 3843-3859.

Bibtex

@article{45b032f1a6bf4c8a864c15f6bfef3f95,
title = "Finite maturity caps and floors on continuous flows",
author = "Shackleton, {M B} and Wojakowski, {R M}",
year = "2007",
language = "English",
volume = "31",
pages = "3843--3859",
journal = "Journal of Economic Dynamics and Control",
issn = "0165-1889",
publisher = "Elsevier",
number = "12",

}

RIS

TY - JOUR

T1 - Finite maturity caps and floors on continuous flows

AU - Shackleton, M B

AU - Wojakowski, R M

PY - 2007

Y1 - 2007

M3 - Journal article

VL - 31

SP - 3843

EP - 3859

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

SN - 0165-1889

IS - 12

ER -