The Value of a Two-Sided Real Swaption (Q5882283)
From MaRDI portal
scientific article; zbMATH DE number 7663360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Value of a Two-Sided Real Swaption |
scientific article; zbMATH DE number 7663360 |
Statements
The Value of a Two-Sided Real Swaption (English)
0 references
15 March 2023
0 references
real option
0 references
swaption
0 references
two-sided matching
0 references
optimal exercise boundary
0 references
