The valuation and hedging of variable rate savings accounts

F.C.J.M. de Jong, J.L. Wielhouwer

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)383-397
Number of pages14
JournalASTIN Bulletin
Volume33
Issue number2
Publication statusPublished - 2003

Cite this

de Jong, F.C.J.M. ; Wielhouwer, J.L. / The valuation and hedging of variable rate savings accounts. In: ASTIN Bulletin. 2003 ; Vol. 33, No. 2. pp. 383-397.
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title = "The valuation and hedging of variable rate savings accounts",
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note = "Pagination: 14",
year = "2003",
language = "English",
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pages = "383--397",
journal = "ASTIN Bulletin",
issn = "0515-0361",
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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 journalArticleScientificpeer-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 -