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

@@ Property / author @@
-David F. Schrager
@@ Property / author: David F. Schrager / rank @@
-Normal rank
@@ Property / author @@
-Antoon Pelsser
@@ Property / author: Antoon Pelsser / rank @@
-Normal rank
@@ Property / author @@
+David F. Schrager
@@ Property / author: David F. Schrager / rank @@
+Normal rank
@@ Property / author @@
+Antoon Pelsser
@@ Property / author: Antoon Pelsser / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2006.00289.x
+Normal rank
@@ Property / OpenAlex ID @@
+W3122241587
@@ Property / OpenAlex ID: W3122241587 / rank @@
+Normal rank
@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic duration and fast coupon bond option pricing in multi-factor models
+Normal rank
@@ Property / cites work @@
+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3423401