Approximate pricing of swaptions in affine and quadratic models (Q4555143)
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scientific article; zbMATH DE number 6981259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate pricing of swaptions in affine and quadratic models |
scientific article; zbMATH DE number 6981259 |
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Approximate pricing of swaptions in affine and quadratic models (English)
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19 November 2018
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pricing
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swaptions
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affine quadratic models
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Fourier transform
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bounds
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