Swaption pricing in affine and other models (Q2927951)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6365993
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Swaption pricing in affine and other models |
scientific article; zbMATH DE number 6365993 |
Statements
5 November 2014
0 references
swaptions
0 references
coupon bond options
0 references
affine models
0 references
quadratic-Gaussian models
0 references
0 references
0 references
Swaption pricing in affine and other models (English)
0 references
0.8579360842704773
0 references
0.8465108871459961
0 references
0.8220281600952148
0 references
0.807298481464386
0 references
0.8028016686439514
0 references
