Valuation of caps and swaptions under a stochastic string model (Q2141896)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of caps and swaptions under a stochastic string model |
scientific article |
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Valuation of caps and swaptions under a stochastic string model (English)
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25 May 2022
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stochastic string model
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LIBOR market model
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black formula
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cap
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swaption
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