APA
Jagannathan R., Sun Steve Guogiang, Kaplin Andrew & National Bureau Of Economic Research. (2001). An evaluation of multi-factor CIR models using libor, swap rates, and cap and swaption prices. Cambridge, MA: NBER.
Chicago
Jagannathan Ravi, Sun Steve Guogiang, Kaplin Andrew and National Bureau Of Economic Research. 2001. An evaluation of multi-factor CIR models using libor, swap rates, and cap and swaption prices. Cambridge, MA: NBER.
Harvard
Jagannathan R., Sun Steve Guogiang, Kaplin Andrew and National Bureau Of Economic Research. (2001). An evaluation of multi-factor CIR models using libor, swap rates, and cap and swaption prices. Cambridge, MA: NBER.
MLA
Jagannathan Ravi, Sun Steve Guogiang, Kaplin Andrew and National Bureau Of Economic Research. An evaluation of multi-factor CIR models using libor, swap rates, and cap and swaption prices. Cambridge, MA: NBER. 2001.
TextSeries: NBER working papersPublication details: Cambridge, MA NBER 2001Description: ISBN: 
Working Papers (Print)
