The Loan-bank contract: a swap option

MaRDI QIDQ5310440zbMATH OpenFDO

Authors Daniel Akume

Publication date 11 October 2007

zbMATH Keywords

contractLoan-bankoptionswapswaption

Mathematics Subject Classification ID

General applied mathematics (00A69) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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