MultiFactor Valuation of Floating Range Notes
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Cites work
- Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation.
- Computation of the Bivariate Normal Integral
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 3493681 (Why is no real title available?)
- scientific article; zbMATH DE number 1255542 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- Interest-rate option models: understanding, analysing and using models for exotic interest-rate options.
- Martingales and stochastic integrals in the theory of continuous trading
Cited in
(6)- Pricing of range accrual swap in the quantum finance Libor market model
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