On swap rate dynamics: to freeze or not to freeze? (Q3174922): Difference between revisions

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+THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS USING THE DISPLACED-DIFFUSION LMM
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+Interest rate theory and geometry
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+The Market Model of Interest Rate Dynamics
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+Q2771109
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+On the distributional distance between the lognormal LIBOR and swap market models
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS
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+Interest rate model calibration using semidefinite Programming
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+SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL
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+Q3254057
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+Q2756619
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+A multicurrency extension of the lognormal interest rate market models
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+PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS
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