Title:

Multifactor Valuation of Floating Range Notes

Author:

João Pedro Vidal Nunes (CEMAF - ISCTE, IUL, ISCTE - Instituto Universitário de Lisboa)

Journal:

Mathematical Finance

Year:

2004

Volume:

14

Pages:

79-97

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates