Bounding Bermudan swaptions in a swap-rate market model (Q4646800)
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scientific article; zbMATH DE number 7001542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounding Bermudan swaptions in a swap-rate market model |
scientific article; zbMATH DE number 7001542 |
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Bounding Bermudan swaptions in a swap-rate market model (English)
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14 January 2019
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Bermudan swaptions
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swap-rate market model
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boundary parametrization
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