Swaption pricing in affine and other models
type: Item
instance of: scholarly article
zbMATH Open document ID: 1314.91212
author: Don H. Kim
published in: Mathematical Finance
publication date: 2014-11-05T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6365993
zbMATH Keywords: swaptions
zbMATH Keywords: coupon bond options
zbMATH Keywords: affine models
zbMATH Keywords: quadratic-Gaussian models
MaRDI profile type: Publication
full work available at URL: mafi.12014
OpenAlex ID: W3121585826
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DOI: 10.1111/MAFI.12014
title: Swaption pricing in affine and other models
description: scientific article; zbMATH DE number 6365993