Swaption pricing in affine and other models (Q2927951)
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scientific article; zbMATH DE number 6365993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Swaption pricing in affine and other models |
scientific article; zbMATH DE number 6365993 |
Statements
5 November 2014
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swaptions
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coupon bond options
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affine models
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quadratic-Gaussian models
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Swaption pricing in affine and other models (English)
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