Pietersz, R.; Regenmortel, M. van - Erasmus Research Institute of Management (ERIM), ERIM … - 2005
measure. The generic market model is particularly apt for pricing of Bermudan CMS swaptions, fixed-maturity Bermudan swaptions … single pricing measure. The generic market model is particularly apt for
pricing of Bermudan CMS swaptions, fixed …,
risicomanagement, financiële derivaten
Free keywords market model, generic market models, generic drift terms, hybrid products, BGM …