The Valuation of American-Style Swaptions in a Two-Factor Spot Futures Model
Year of publication: |
[2000]
|
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Authors: | Peterson, Sandra |
Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
Publisher: |
[2000]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1999 erstellt |
Other identifiers: | 10.2139/ssrn.199899 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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