Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798)
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scientific article; zbMATH DE number 7767334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions |
scientific article; zbMATH DE number 7767334 |
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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (English)
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17 November 2023
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Laplace transforms
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stochastic processes
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Bessel processes
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interest rate models
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Bermudan swaptions
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