| Original language | English |
|---|---|
| Pages (from-to) | 383-397 |
| Number of pages | 14 |
| Journal | ASTIN Bulletin |
| Volume | 33 |
| Issue number | 2 |
| Publication status | Published - 2003 |
Cite this
de Jong, F. C. J. M., & Wielhouwer, J. L. (2003). The valuation and hedging of variable rate savings accounts. ASTIN Bulletin, 33(2), 383-397.
@article{885c09b3b7d64c7f992075ba5b6a63be,
title = "The valuation and hedging of variable rate savings accounts",
author = "{de Jong}, F.C.J.M. and J.L. Wielhouwer",
note = "Pagination: 14",
year = "2003",
language = "English",
volume = "33",
pages = "383--397",
journal = "ASTIN Bulletin",
issn = "0515-0361",
publisher = "Peeters Publishers",
number = "2",
}
de Jong, FCJM & Wielhouwer, JL 2003, 'The valuation and hedging of variable rate savings accounts', ASTIN Bulletin, vol. 33, no. 2, pp. 383-397.
The valuation and hedging of variable rate savings accounts. / de Jong, F.C.J.M.; Wielhouwer, J.L.
In: ASTIN Bulletin, Vol. 33, No. 2, 2003, p. 383-397.Research output: Contribution to journal › Article › Scientific › peer-review
TY - JOUR
T1 - The valuation and hedging of variable rate savings accounts
AU - de Jong, F.C.J.M.
AU - Wielhouwer, J.L.
N1 - Pagination: 14
PY - 2003
Y1 - 2003
M3 - Article
VL - 33
SP - 383
EP - 397
JO - ASTIN Bulletin
JF - ASTIN Bulletin
SN - 0515-0361
IS - 2
ER -
de Jong FCJM, Wielhouwer JL. The valuation and hedging of variable rate savings accounts. ASTIN Bulletin. 2003;33(2):383-397.