Approximate Pricing of Swaptions in Affine and Quadratic Models
Year of publication: |
2016
|
---|---|
Authors: | Gambaro, Anna |
Other Persons: | Caldana, Ruggero (contributor) ; Fusai, Gianluca (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2660696 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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