Valuation of Callable Range Accrual Linked to CMS Spread Under Generalized Swap Market Model
Year of publication: |
[2023]
|
---|---|
Authors: | He, Jiecao ; Hsieh, Chang-Chieh ; Huang, Zi-Wei ; Lin, Shih-Kuei |
Publisher: |
[S.l.] : SSRN |
Subject: | Swap | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative |
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