SWAPTION PRICING IN AFFINE AND OTHER MODELS (Q2927951)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SWAPTION PRICING IN AFFINE AND OTHER MODELS |
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SWAPTION PRICING IN AFFINE AND OTHER MODELS (English)
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5 November 2014
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swaptions
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coupon bond options
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affine models
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quadratic-Gaussian models
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