Bounding Bermudan swaptions in a swap-rate market model (Q4646800)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7001542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bounding Bermudan swaptions in a swap-rate market model |
scientific article; zbMATH DE number 7001542 |
Statements
Bounding Bermudan swaptions in a swap-rate market model (English)
0 references
14 January 2019
0 references
Bermudan swaptions
0 references
swap-rate market model
0 references
boundary parametrization
0 references
0.8372200131416321
0 references
0.8160238862037659
0 references
0.7947973608970642
0 references
0.7852245569229126
0 references
0.7852245569229126
0 references
