TY - JOUR T1 - The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims JF - The Journal of Derivatives SP - 25 LP - 41 DO - 10.3905/jod.1995.407935 VL - 3 IS - 1 AU - Peter Ritchken AU - L. Sankarasubramanian Y1 - 1995/08/31 UR - https://pm-research.com/content/3/1/25.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -