Swap rate à la stock : Bermudan swaptions made easy
D. Gatarek and J. Jabłecki
| Year of publication: |
2023
|
|---|---|
| Authors: | Gatarek, Dariusz ; Jabłecki, Juliusz |
| Published in: |
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference. - New Jersey : World Scientific, ISBN 978-981-12-5586-1. - 2023, p. 393-412
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| Subject: | Local volatility | Cheyette model | Bermudan options | Optionspreistheorie | Option pricing theory | Swap | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811259142_0018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014366688