Discrete volatility calibration for callable swaps : a model comparison
Angelo Corelli
Year of publication: |
2012
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Authors: | Corelli, Angelo |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 2.2011, 4, p. 258-264
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