A Semi‐Explicit Approach to Canary Swaptions in HJM...

Applied Mathematical Finance 2006 / 03 Vol. 13; Iss. 1

A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model

Henrard, Marc
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Volume:
13
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860500117602
Date:
March, 2006
File:
PDF, 609 KB
english, 2006
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