CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL (Q3304221)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL |
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CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL (English)
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5 August 2020
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cash-settled swaption
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zero-wide collar
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Black model
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Bachelier model
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SABR
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shifted log-normal
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