Stochastic duration and fast coupon bond option pricing in multi-factor models (Q375483): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic duration and fast coupon bond option pricing in multi-factor models |
scientific article |
Statements
Stochastic duration and fast coupon bond option pricing in multi-factor models (English)
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30 October 2013
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term structure of interest rates
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stochastic duration
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multi-factor models
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coupon bond option pricing
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swaption pricing
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