PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304): Difference between revisions
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| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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Latest revision as of 08:29, 6 June 2024
scientific article; zbMATH DE number 1963361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 1963361 |
Statements
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (English)
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13 August 2003
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swaps
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expected exposure
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