PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2006.00289.x
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+W3122241587
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+The Market Model of Interest Rate Dynamics
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing Interest-Rate-Derivative Securities
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+Stochastic duration and fast coupon bond option pricing in multi-factor models
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+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
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+An equilibrium characterization of the term structure
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