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Finite maturity caps and floors on continuous flows

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Bibliographic Details
Title:	Finite maturity caps and floors on continuous flows
Authors:	Shackleton, Mark B. m.shackleton@lancaster.ac.uk, Wojakowski, Rafał¹ r.wojakowski@lancaster.ac.uk
Source:	Journal of Economic Dynamics & Control. Dec2007, Vol. 31 Issue 12, p3843-3859. 17p.
Database:	Business Source Ultimate

Description
ISSN:	01651889
DOI:	10.1016/j.jedc.2006.12.012