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The Value of a Two-Sided Real Swaption - MaRDI portal

The Value of a Two-Sided Real Swaption (Q5882283)

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scientific article; zbMATH DE number 7663360
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The Value of a Two-Sided Real Swaption
scientific article; zbMATH DE number 7663360

    Statements

    title
    The Value of a Two-Sided Real Swaption (English)
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    author
    Nengsheng Fang
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    Caixiu Liao
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    publication date
    15 March 2023
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    zbMATH DE Number
    7663360
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    zbMATH Keywords
    real option
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    swaption
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    two-sided matching
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    optimal exercise boundary
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    OpenAlex ID
    W4294292330
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