Selected Entire List   Cotton, Peter   Morgan Stanley & Co. Inc.  1585 Broadway  New York, NY 10036  United States  212-761-1741 (Phone)  212-761-0708 (Fax)  email address   Stanford University - Department of Mathematics  Stanford, CA 94305  United States  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Cotton, Peter's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 16 Total Citations 9 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Stochastic Volatility Corrections for Interest Rate Derivatives | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 14, No. 2, pp. 173-200, April 2004 Accepted Paper Series Cotton, Peter Morgan Stanley & Co. Inc. Fouque, Jean-Pierre North Carolina State University - Department of Mathematics Papanicolaou, George Stanford University - Department of Mathematics Sircar, Ronnie Princeton University - Department of Operations Research and Financial Engineering Posted: 06 May 04 16 (292,163) 9 Stochastic volatility, interest rate models, asymptotic expressions Records 1 - 1 of 1 matches [ 1 ]

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