CMS spread options in quadratic Gaussian model (Q2096154)

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CMS spread options in quadratic Gaussian model
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    title
    CMS spread options in quadratic Gaussian model (English)
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    author
    Parviz Rakhmonov
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    Firuz Rakhmonov
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    publication date
    16 November 2022
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    zbMATH DE Number
    7617766
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    zbMATH Keywords
    CMS spread
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    calibration
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    quadratic Gaussian model
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    interest rate model
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    Wikidata QID
    Q114223532
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    OpenAlex ID
    W4296259846
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