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~accessRights:"restricted"
~person:"Lorig, Matthew"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Zinsstruktur
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Lorig, Matthew
Schneider, Paul
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on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
2
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
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