A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach
Year of publication: |
2003
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Authors: | Kawai, Atsushi |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 10.2003, 1, p. 49-74
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