PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM...

PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS

David F. Schrager, Antoon A. J. Pelsser
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Volume:
16
Year:
2006
Language:
english
Pages:
22
DOI:
10.1111/j.1467-9965.2006.00289.x
File:
PDF, 258 KB
english, 2006
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