Stochastic duration and fast coupon bond option pricing in multi-factor models (Q375483)
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scientific article; zbMATH DE number 6221288
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic duration and fast coupon bond option pricing in multi-factor models |
scientific article; zbMATH DE number 6221288 |
Statements
Stochastic duration and fast coupon bond option pricing in multi-factor models (English)
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30 October 2013
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term structure of interest rates
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stochastic duration
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multi-factor models
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coupon bond option pricing
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swaption pricing
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0.8123558163642883
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0.8054336905479431
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0.7939820289611816
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0.7778136730194092
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0.7762426137924194
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