Fast swaption pricing in Gaussian term structure models (Q2831010)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast swaption pricing in Gaussian term structure models |
scientific article; zbMATH DE number 6646431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast swaption pricing in Gaussian term structure models |
scientific article; zbMATH DE number 6646431 |
Statements
1 November 2016
0 references
Gaussian term structure model
0 references
volatility surface calibration
0 references
fast swaption pricing
0 references
swaption analytics
0 references
0 references
Fast swaption pricing in Gaussian term structure models (English)
0 references
