PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.

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Bibliographic Details
Title:	PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.
Authors:	Singleton, Kenneth J.^1,2 ken@future.stanford.edu, Umantsev, Len³
Source:	Mathematical Finance. Oct2002, Vol. 12 Issue 4, p427-446. 20p.
Database:	Mathematics Source

Description
ISSN:	09601627
DOI:	10.1111/j.1467-9965.2002.tb00132.x