PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304)
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scientific article; zbMATH DE number 1963361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 1963361 |
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PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (English)
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13 August 2003
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swaps
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expected exposure
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