The Value of a Two-Sided Real Swaption (Q5882283): Difference between revisions

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Latest revision as of 17:37, 31 July 2024

scientific article; zbMATH DE number 7663360
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English
The Value of a Two-Sided Real Swaption
scientific article; zbMATH DE number 7663360

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    The Value of a Two-Sided Real Swaption (English)
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    15 March 2023
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    real option
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    swaption
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    two-sided matching
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    optimal exercise boundary
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