Risk-Managing Bermudan Swaptions in a LIBOR Model

Risk-Managing Bermudan Swaptions in a LIBOR Model

Pietersz, Raoul, Pelsser, Antoon
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
11
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2004.391035
Date:
January, 2004
File:
PDF, 195 KB
english, 2004
Conversion to is in progress
Conversion to is failed