Accurate Vega Calculation for Bermudan Swaptions (Q4626494)
From MaRDI portal
scientific article; zbMATH DE number 7030695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate Vega Calculation for Bermudan Swaptions |
scientific article; zbMATH DE number 7030695 |
Statements
Accurate Vega Calculation for Bermudan Swaptions (English)
0 references
28 February 2019
0 references
Bermudan swaptions
0 references
vega calculation
0 references
