Swap rate à la stock: Bermudan swaptions made easy (Q6599196)
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scientific article; zbMATH DE number 7907646
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Swap rate à la stock: Bermudan swaptions made easy |
scientific article; zbMATH DE number 7907646 |
Statements
Swap rate à la stock: Bermudan swaptions made easy (English)
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6 September 2024
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local volatility
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Cheyette model
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Bermudan options
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0.8173909187316895
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0.8109918832778931
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0.796556830406189
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0.7923415899276733
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0.7863720059394836
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