FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (Q2831010)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS |
scientific article |
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FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (English)
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1 November 2016
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Gaussian term structure model
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volatility surface calibration
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fast swaption pricing
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swaption analytics
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