The Value of a Two-Sided Real Swaption (Q5882283)
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scientific article; zbMATH DE number 7663360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Value of a Two-Sided Real Swaption |
scientific article; zbMATH DE number 7663360 |
Statements
The Value of a Two-Sided Real Swaption (English)
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15 March 2023
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real option
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swaption
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two-sided matching
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optimal exercise boundary
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0.7298735976219177
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0.7253775000572205
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0.71532142162323
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0.7068031430244446
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